Kinda depends on goals.
If you're going for a "top" guild, then where you start is fairly irrelevant because you need to play catch up and "climb the guild ladder" to get the experience you need before those guilds will take you seriously.
This often means you're going to have to server hop around to get into different guilds because limiting yourself to a single server is shooting yourself in the foot. Also being on the same server as a "top guild" tends to be somewhat frowned upon or makes people slightly hesitant. It gives the impression that you're only applying there out of convenience (though this isn't really as big a deal).
Generally speaking hitting up wowprogress and picking a realm with a robust enough community so that you can get your feet out of the mud is best, and then you're going to have to broaden the scope later by looking at all servers.
I personally got into my guild funnily enough by making a post on the wow forums under the recruitment section stating what I was looking for in a guild, and guilds responded to said post and I picked the one that seemed the best fit.
soooo yeah... where you start is pretty arbitrary because it has very little effect on your end result unless you choose a completely dead server where you can't even get a start without transferring.