Depending on your budget, you might want to consider either Burning of Prospero or Betrayal at Calth as starting points; each comes with a couple of characters, several troops squads, a Terminator Squad, and either a Dreadnought or a unit each of Custodes and Sisters of Silence.
Of these, I would suggest that Betrayal at Calth is the more "universal" of the two though, and would allow you to build 2 fancy characters (1 in power armour, one in Cataphractii Terminator armour), 4-6 power-armoured squads of various types and load-outs, 1 Terminator squad with various weapons options (technically Cataphractii, but you could run it as normal Terminator armour if you prefer) , and 1 Dreadnought. You could easily bits-buy a few odds and sods to round out your unit equipment choices if you need/want to.
For about half the price of the suggestions above, you might want to consider the Start Collecting sets. The Chaos one is probably the "worst" IMO simply because the Chaos Space Marines sprue is pretty old and worn, and the models feels pretty aged in design and detail (and have rather limited options compared to newer sprues).