doesn't really matter, though the next level Gladiator weapon is in Gridania and there is only the Lancer and Archer guilds there. You can't buy anything from the guilds with Gil. I think the vendors are spread all over to encourage using crafters as your source of gear upgrades. So in closing, pick the place you like best. I picked Gridania because it looked the most confusing (surrounding forrest) and I started in Windurst in XI and recall my friends being completely lost when they had stuff to do there. I didn't feel lost in any of the cities in XI and I think it's because I picked one of the most spread out starting cities in that game... Thus my choice this time around.
FFXI:Sylph - Perrin 75 Hume THF; Retired (At least from my use any way)
EVE Online:ScraperX; Retired
WAR:IronClaw- Peryn SW;SkullThrone- Grymloc BO; Retired