On Fm10 and 11 I started seasons in the Bundesliga with Koln. Who have very good team surprisingly. Obviously you have Podolski, who is amazing for around 3 seasons. A CB called Geromel who is amazing. And RW called Clemens who becomes amazing. So my vote, would be Koln.
Depends what time of FM player you are, I like to make a club into a top 4 contender rather than start with one. Others like the money and stature to begin with. Up to you.
Horrible financial status. If the AI manages them, they are near the bottom. Even with Podolski...
Dortmund is quite the challenge in FM, because of Schalke, Leverkusen, and Bayern. It's one of the few teams where it's harder to win the title in the game then in real life...
Although, that might be because my friend is Bayern...