I think it's important to pick one area (the one you like the most or are most comfortable at) and stick with that for a certain period of time. I.E. ring games, SNGs, MTTs, holdem, omaha..Pick one of these, say its NL Holdem' ring games. Start at whatever limit your bankroll is sufficient for (usually 20 buy-ins for NL ring games) and as your bankroll grows move up from there.