I only day trade the ES and I love it. It moves very predictably with moderate volatility which I believe is a very good thing when starting out. You do need to learn its particular tendencies, traps, failures etc. but after you do that its almost like taking candy from a baby. I think the popular theory that the ES should be avoided because you are playing with the big boys and can never beat them is hogwash, they are not magicians what they are doing is right there on the chart you just have to read it.

Another great thing about the ES is you can trade 1 contract or 100 with practically no issues with slippage or fills. This makes scaling up as your skill improves very easy.

I tried gold and crude (GC and CL) for a while and got my ass handed to me by the volatility and slippage. I certainly would not recommend natural gas with the way its been trading lately to a beginner.

Like everything else in trading you have to do what fits your own situation.