Like [MENTION=518]JeffB[/MENTION], I'm also a fan of Sandpoint, although it's totally because I like and am running RotRL. If you're looking for a quick guide to the town, there's actually one in the first issue of the
Pathfinder comic.
If you're starting in the cities, you have some great options. There's also
Kaer Maga if you have that group that always want to play the weird races and party combinations that you can't justify in any rational setting. Kaer Maga lives and breathes that stuff.
Of the other three, I'm only really familiar with Magnimar, but I would happily start and run a campaign there. I'm a little sad it doesn't get more screen time in the Adventure Paths, but that's me being greedy. If you're running a campaign there, I'd grab
City of Monuments with a caveat: the index doesn't live up to the quality of the material and it's really hard to find things on the fly, so you'll need to give it a few read throughs.
As far as epic APs, I'm partial to the
Rise of the Runelords Anniversary Edition. Depending on your group, it'll either be really nostalgic, a nice introduction to old-school gaming without some of the absurdity, or both for different people. It's also way cheaper than buying one of the normal adventure paths and has had some of the rough corners sanded off, which is nice. It also leads into the Shattered Star path if you decide to stick with APs.
For adventures, my players freaking loved
We Be Goblins. Like not "they thought it was fun," but more of a "seriously, they can calm down whenever they want, it's been almost a year." It's not really a campaign-starter, but it's definitely a great one-shot. Also, it's free, which is hard to argue with.
My favorite sandbox place in Golarion is
Isger. There's not too much canon to worry about, the government's a mess, there are the remnants of goblin tribes everywhere, and the place needs heroes badly. Oh, and both Cheliax and Molthune can sweep in if you need a threat at mid-levels.
That's about all I've got. Welcome to Golarion and I hope you have a great campaign!
Cheers!
Kinak