"Great starters include any of the Chinese Gods, Ares, Bastet, Isis (<3), Idunn & Idunna, Lu Bu, Zhuge Liang, Odin, Kali, Shiva, Sonia, and many others. Feel free to ask!"
Not too confident on Ares or I&I. Odin depends on which color he is.
Within the Greco-Roman pantheon (Minerva, Neptune, Ceres, Venus, Hades) you'll find -incredible- monsters for late game but awful for early game.
Greek 2 (Ares, Hermes, Artemis, Apollo, Persephone) are solid all around up to mid-game, where they lose viability as leaders but become fantastic subs.
Egyptian 1 (Horus, Isis, Bastet, Ra, Anubis) are the original combo/rainbow leads. With the exception of Anubis, you're basically guaranteed good output at any given time if your skills are good.
Egyptian 2 (Set, Nut, Osiris, Hathor, Nephthys) are tankier versions of Egyptian 1. They're all good and generally have good active skills, but have a lower base attack multiplier than Egypt 1.
Indian 1 (Shiva, Lakshmi, Parvati, Indra, Vritra) all do different things. Shiva, Lakshmi, and Parvati are all solid mono-color leads. Indra is a great sub, but nobody really cares for Vritra.
Indian 2 (Krishna, Sarasvati, Vishnu, Ganesha, Durga) are also interesting. Krishna and Sarasvati have super high output when you have enough orbchangers - Vishnu is super reliable and hits about equally with just four green orbs. Ganesha is alright as a sub, and Durga is a pretty sweet 5x leader if you can proc her reliably.
Chinese (Leilan, Karin, Meimei, Haku, Sakuya) are simultaneously great leaders and great subs (bar Sakuya, but she's generally a stronger leader to compensate). Definite keepers.
3K (Cao Cao, Sun Quan, Liu Bei, DQXQ, Lu Bu) all do pretty different things. With the exception of Cao Cao, you'll get a lot of mileage out of them as both leaders and subs, I think.
Norse (Freyr, Idunn&Idunna, Freyja, Thor, Loki) are alright, but they need super specific type-based subs to be good leaders. Generally really good subs themselves, though.
Japanese 1 (Hinokagutsuchi, Orochi, Susano, Amaterasu, Yomi) are generally good subs all around. They don't become good leader materials until late game.
Japanese 2 (Amenouzume, Umisachi&Yamasachi, Kushinadahime, Izanagi, Okuninushi) are all pretty good leaders. Kushi and Izanagi are amongst the most coveted subs.
Heroes (Yamato Takeru, Andromeda, Perseus, Sun Wukong, Pandora) need a lot of orb support, but their potential damage is crazy. I would prefer to start with something more stable, though.
I don't recommend starting with any Archangels (Uriel, Gabriel, Michael, Raphael, Lucifer) because they're super slow leaders at first but they generally make awesome subs.
Nor do I recommend any Archdemons (Belial, Amon, Astaroth, Baal, Lucifer) to start. They're mostly sub material (really good sub material) but only Fallen Angel Lucifer sees a lot of leader usage.