Montana are a great clan, and one of the least expensive. Great place to start.
But I'm a sucker for good guys, so I started with Rescue. They're more expensive than Montana, but just as good (or better), and don't have any Collector cards yet, so you can collect every member relatively easily. Rescue are also a little better for new players because they work best in mono (one) clan decks, so you don't have to jump right into half-decks.