If you have machines available, DJ Troopers (the newest version) is as good of a place to start as any. It has something like 600 songs, I think.
If you are going to go for the PS2 ports Gold seems like a good choice (it has Shoot 'Em All, after all) with a fairly balanced songlist. The aforementioned Happy Sky may be a good choice as well. I would suggest avoiding Distorted for now, as it seems like the songlist in general is much more difficult than the others. If you are looking for really high quality controllers (and a kick in the balls, customs style) check this out.
RE: Are you good at bemani?
I haven't gotten around to buying all the various paraphanelia for it. It's just so expensive! I played one of the various emulators on PC for awhile and it was a ton of fun, but it's just impossible with a keyboard.
"It's like doing speed... It sounds fun b/c everyone is doing it, and then you're like, 'what the fuck!?'"