I have always followed the dog knows best rule when choosing an event to participate in.
I have horses and learned early on that some are meant for hunter/jumpers, some are meant for trail riding and some are meant to be pasture decorations
so I use the same theory on my dogs.
Oscar and I started with our basic classes and then worked into Rally with an eye towards agility when he gets a bit older. In my humble opinion Rally is a great starting point to develop the dog/handler team work that builds a great foundation for obedience, agility or for what ever you and Lou the bumble bee decide fits his abilities.
We are lucky to have lots of great clubs and events near us so we have dabbled in herding (Oscar LOVES it) and will be going to our first tracking clinic in the fall.
Try as much as you can and Lou will "tell" you what he wants to do. As long as he and you are having fun it's the
right event for you both!