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I think the Egyptian dialect is the most appealing and easiest.
In my opinion, It depends on the country you plan to live or work in as well as your purpose of learning the language. So f you want to communicate with the people in a certain Arab country, then learn Arabic in THEIR dialect ; we Arabs take our dialects seriously!
However, if you want to learn the language for academic purposes and studies, then you should learn Classical Arabic or Fusha, which is understood among educated people all over the Arab world.
I am agree with the reply of Duaa Saif. Her reply is simple to the tough question.
Learn MSA and Fusha well, then when you go to a country you learn the dialect of that country.