I've been choosing raicho a lot recently for the first ally, usually for melee PCs. It's not for much of any strategy or abilities, though, but it still helps with linking with echeneis and malingees on the first floor. I usually get echeneis, malingee, and a fairy too. I might get another demon for certain abilities right off the bat.
Given those new demons, I think I'd go for sankai first. Recently I've been finding poison to be very strong, and I can imagine poison touch and its more powerful versions to be very good.