I have no clue if there are actually better story options performance wise. What I do know is that you simply have to choose which storyline you want to pick yourself. It's no use if somebody else decides for you ;P
All the story lines converge to being the same. So it doesn't matter what you choose at creation.
The early parts of the story are the only thing effected by those early options. There is nothing special about any one of the three backgrounds to choose from in terms of what a player will do. All three are basically the same gameplay-wise, only the narrative set up differs.
Class choice is inconsequential to the story as well.
Your character creation choices will all lead to fighting monsters in personal story. However, if you want to focus on fighting, then you'd want to choose the Vigil for your Order membership later on in your personal story.
However, I find the Order of Whispers to have the coolest looking gear of the three.
It's because his competition are Tybalt and Sieran. :P It is impossible to not love Tybalt and Sieran was a riot.
I still like Forgal though. His surprised/exasperated declarations amused me. He also started out as kind of a reluctant fatherly figure who in the end wished you were his kin (which made me kind of ;_; ).
I also thought that out of all of the mentors his sacrifice made the most sense. Tybalt kind of did. Sieran seemed completely out of character.
"This dream I had, this long dream of kinship with those unlike me, it is gone." - Penny Dreadful