IMO it first depends on budget and whether you know from the start if scrolling for you.
Because I was unsure whether I would enjoy scrolling, I started with a Wen (very reasonably priced) which used Pinned blades.
Within a few weeks, I decided it was fun and purchased a Delta - pinless. One of the best decisions I've made so far in woodworking, next to my table saw.
I prefer the Pegas line of blades myself, specially the #1,3 and 5 Modified Geometry, also like the skip tooth for some cuts as well.
I have however also used the Olsons which are a good blade as well, it always seems to come down to personal preference.
The blades tend to be very inexpensive so what I did was bought a sampler which had about 6 of each blade and tried them all.
Best of luck on your decision