My suggestion for almost everyone is to start with sketchup and the phlatscript (sketchucam) plugin. This will give you basic cad/cam functionality.
In general, it's a tough question. Depending on your background, it might be easier to start with a drawing program you're familiar with. Something like inkscape, or illustrator perhaps? Or even better, a CAD program that allows you to produce DXF files natively.
Platform has something to do with choices as well. If you're a windows person and looking to get *productive* fast, I'd suggest giving cambam a try. It's fully functional for 40 uses and we can help you get started, although it's pretty straight forward once you learn what the buttons mean and what settings are required.
Shapeoko #0 - a couple of upgrades.