Well, it would depend on how much you're willing to deposit. You can start off with $1 SNGs and MTTs but if you're planning on depositing $500, then that seems a bit silly.
As a general Bankroll Management rule, you'll want at least 30-50 buy-ins for any game you play. This way you can handle downswings and losing streaks as the come. So, lets say you do deposit $500 and start with SNGs, then you can play $10-$16 SNGs comfortably. Then as you increase or decrease in BR, you can move up or down in stakes. Of course, if you wish to play $1-$5 SNGs with a $500 BR, thats up to you. Basically, the more buy-ins you have, the better. And the less buy-ins you have, the worse. You wouldn't play $50 SNGs with a $500 BR because you'll only have 10 buy-ins and if things run bad, you're out of a BR.
However, if this is your first time playing online or don't have a lot experience playing SNGs or MTTs or cash games, I would start of with lower limits. You don't necessarily have to start with the micros, but a limit lower than what you'd normally start with just so you can get used to the game.
As for me, starting with SNGs was best because I was able to beat them consistently and easily build a BR playing them. Whatever you choose to play, try sticking with it for a while so you really learn the dynamics about the game.