That depends what your intentions are.  Do you just want to buy and hold, do you intend to trade actively, or do you just want to buy a small amount for a single transaction?  Are you trying to be as anonymous as possible or do you care?  Generally I would say Coinbase is the most convenient option for people in the US and BTC-e is another good option, but BTC-e customer support can really suck if you don't speak Russian, where Coinbase has excellent support.  Here is a breakdown of basic Bitcoin exchange reviews for whatever use you desire.