The data center is the most important choice, since you can freely visit other servers on your data center, but not different data centers (yet — they’re working on it). You want Chaos, as opposed to Light, since most AD folks and most RP is on Chaos.
Be warned, though, that because of the wave of WoW refugees, it’s currently almost impossible to create a new character on Omega, and often on any server at all, during the evening. You will have better luck during the morning or afternoon.
Once you do create your character, however, you can play without any problems; so far I haven’t experienced any lag or disconnection issues even at peak hours.