It comes down to taste. For my first city I really like Athena, not because of the powers, but plain outright - the centaurs. They're awesomly cheap and with a low favor/temple req which allows them to be mass produced fairly quickly. (relatively) They're loot capacity and speed are great for farming, also for strengthening villages to loot with your first archers.
But I can also imagine Poseidon and Zeus as firsts to be really effective - obviosly for they're cheapest divine powers. For your first city.. getting an extra 800 lumber each ~6-7 hours ain't that bad. As for chariots - when they slowly pile up, they not only make good farmers, but are actually quite useful in taking out sword heavy farming villages.
Hera for me is actually the worst god for the first city, the myth unit seems ok, but it's way more favor than the centaurus, more res, and only slightly more loot capacity. The powers are way too inneficient in the early stage of the game.
When your city has grown however, the usefulness of the gods alter. With a greater favor production one can look at the more expensive divine powers with more attention. Suddenly hera and poseidon with they're speedy production abilities are far more potent, because of adequate resource flow, whereas athena and zeus have little to offer in terms of growth.
Overall, my go to god is athena, because I think she's the most versatile.