it depends which ones you would prefer to use, Tampax have the applicator and Kotex you just insert yourself. Since you haven't used them before I would opt for Tampax, since the applicator makes it easier to insert if you're not used to doing it...it can be strange at first and so the applicator ensures that it is inserted properly. Regular size isn't that big so I would say get the regular, which you won't need to change so often and if you opt for the Tampax (which i highly suggest) then it will be fine.
I agree that Tampax, with that applicator made of smooth cardboard (not the pinchy plastic ones that some of the brands use) is the best of the applicator brands. After you get used to tampons, it's not hard to put in the kind that you push in with your finger, but at first, the applicator is really handy. Get a box of mixed sizes and try the smallest first, it really helps not to have to begin with tampons using the battering-ram sizes they come in for the super-heavy-flow days.