I'm new to 40k and looking for some advice on armies.

I got the Assault on Black Reach set recently because I wanted to start playing 40k for awhile, and I'm really enjoying it so far. The next step seems to be choosing an army. I've been browsing the GW site as well as a few other forums, trying to decide which one I want to play. Assault on Black Reach feels like a good starter set but I'm not particularly drawn to either Space Marines or Orks for various reasons. I've narrowed it down to two that I like best -- Sisters of Battle and Dark Eldar. I have a few questions though.

Is Dark Eldar or Sisters of Battle difficult for newer players? I want to learn the game well but I don't want an army I'm going to have a really hard time playing either.

For those of you who have played Sisters of Battle, has not having a dedicated codex been a problem? I really love their models but I'm not sure if it might be a better choice to wait for plastics and a codex.

If you think neither of those are good for a newer player, which army/armies would you recommend?