Personally if you've never tried to grow any of the Cheese strains, I'd recommend Blue Cheese as the first one; it's easy to grow, it's hardy, it's naturally mold and pest resistant, and if it gets cold in your area, Blue Cheese doesn't care and even thrives at cooler temperatures.
I can't recommend Blue Cheese enough.... it's my ALL TIME favorite strain ever, and it's also one of the reasons I no longer have to go to a Doctor for painkillers all the time.
UK Cheese is one I'd like to grow some day but as of yet I haven't had a chance. I've smoked it and love it, but haven't grown it.
Purple Cheese is another strain that I've heard of but never had a chance to grow or even try for that matter; I've literally never seen it available but I'd like to try.