Sailed a bunch of things over the years, and had a Laser and some windsurfers. Now have a Hobie Getaway. Sailed O'Day's years ago, and they were nice, comfortable boats.
If you want to have fun, an O'Day is a great way to start. If you want a little bit faster but wetter fun, the Getaway is great and can carry a bunch of people.
If you want to race, try a Laser for one person or a Hobie 16 for 2. I'm a catamaran fan, but they don't go to weather as well as single hulls, so if you're just starting out, that may be a disadvantage unless you become addicted to speed....
Or try out a Getaway or Laser or any of a bunch of different types/sizes of boats at the
Bitter End in the British Virgin Islands....this video got me through the long Chicago winter (the sailing starts about 45 seconds in)....
http://www.youtube.com/watch?v=yE1Nln_7-8Q