I guess it would depend on a couple of things. The first and most important thing to consider is what expansion packs you have. It's pointless trying a challenge that relies on an EP you don't have. Next would depend on your play style. Why not just read over the different challenges and see if one of them appeals to you. Another way is to look for one that actually needs you to play differently than you normally would. That's the aspect of the challenges I like, often I have to play Sims with traits or careers that I wouldn't normally play.
It really comes down to you. Everyone could come and say you should do this one or that one, but we all have different opinions and not everyone is going to suggest the same one.