I played for 15 years.
Definitely start with alto, move on to tenor if you feel so inclined.
I would recommend 2 to 2 1/2 for reeds when starting out, and a "concert" type mouthpiece. (i forget what they're called, but I remember that some were specified as "jazz" mouthpieces. These had a square-shaped interior, whereas the more standard mouthpieces are more rounded on the interior. The square-shapes are more difficult to play.)
A good private teacher is key.
As you probably know, learning new things like this is a bitch, esp if you have no experience with wind instruments (lungs, fingering, etc). So, you just have to accept that you will be pretty terrible while you get the hang of it. You know this from first learning guitar, but I find that the older you get, the harder it is to pick up new things from scratch. Mostly due to patience....
Good luck.