I started out with a ZX-6R. It was the first bike I've owned, but I did take the MSF class prior to getting my license. I also took it easy to begin with.

The class is definitely worth the money, and I even got a discount on my insurance. Also, I'm glad I started out with a 600. My friend started out with a 250, took the class, then a month after got a 6. Now he has a 1000.