Well, if you want the suggestion from a not-so-old PC CMDR: go for cheap and pimped over expensive vanilla every time - and
never fly what you can't rebuy!
The vanilla ships are death traps, while a pimped Sidewinder can be a serious problem if you're looking into the wrong end of its railguns

Problem is that, apart from the admittedly rather limited Sidey, there are no cheap multi purpose ships.
But that Sidey's good value for its money. What I did after a clear save in March:
- stick with the Sidey
- don't go for combat. You can do a little bounty hunting with support of the fuzz, i.e. follow the system security around in a RES, then scan and shoot what they are shooting. 15 (assisted) kills let you unlock Tod.
- do missions instead until you can upgrade the Sidey to at least A-rated FSD, fuel scoop and advanced discovery scanner. If you can squeeze in a SRV or a detailed surface scanner, the better
- make the trip to Maia, collect some Meta Alloys and pick up Soontil Relics on the way back. That trip should easily push your exploration rank high enough so that you can unlock Felicity (meta alloys) and Elvira (relics)
- with those two engineers unlocked, you can really start to upgrade your sidey - e.g. with the enhanced thrusters
- do some shooting, unlock Tod and upgrade the guns
Now you can get a ship that really is worth it.
For example... You just have to flexible and switch modules on the fly (easy, since you can store high graded or upgraded modules and have them shipped to wherever you are), since the Sidey just has four slots. Now make some money to get a T-6, and unlock Selene Jean.
My sequence was Sidey -> T-6 (mining for Selene) -> Dolphin (which I'm currently using), with a Vulture on the side for some PvP action. If you want to go that way, the Dolphin can be a real money spinner once you get chummy enough with one or two minor factions in a tourist port.