That's so personal... it depends on what weight of yarn and what you're going to knit a lot of. Socks take size 0-3, sweaters 6 to 9. Shawls would be anywhere from a 4 to 11, depending on yarn weight.
I prefer larger needles and use size 10, 10½, 7mm and 11 the most; I don't have anything smaller than a 7 and I use it and the 8 very rarely. I sometimes use the 9 13, and 15 and have 7.5mm that I sometimes use instead of 11s.
sue- knitting heretic