I'll throw my $0.02 in...
As mentioned earlier, stick with stock for a month or so to a) give you an idea of what stock does and doesn't do, and b) in case there is something wrong with your new phone. This will give you more time to read up and just get used to what to expect once you start flashing.
Then, and only because you're hesitant, and perhaps new to this, go with a mainstream 6.5 ROM running Manila 2.1 and not Sense / Manila 2.5 for now. Personally I've gone the exact opposite way -flashed 2.5 the day the unlocker came out, stuck with it until recently, and am now on 2.1 (MR) because I just prefer stability over cutting edge!
Then once you're comfortable and can see that flashing is fairly "safe" these days, you can start to try other ROMs with different versions of Manila, 6.5.x OS / build, themes, etc.
Good luck, and enjoy! Of all of the comments in this thread, the "addicition" comments are spot on
