I've only played a few full seasons, so not sure how much my advice is worth, bt here's my approach:
First, when I get a new team, I like to pick a park I've never used before. As a new player, I figure it's best to get new approaches and see how different parks affect the game. I tend to avoid the extreme hitters or pitchers parks (the ones with + or -4 across the board), because I don't wan a team where everyone hits .200 or has an era of 6.00. But if I had an extreme superstar hitter like Leo Egan I might be tempted to try him in Coors Field to see if he could hit 80 homers.
Usually I select a park first and build my team around it, rather than vice versa. But a couple times I've looked at the roster of the team and picked a park that would make it more competitive. For example, if I see the pitching staff has a lot of borderline starters - guys with splits in the 60s but decent control - I might pick a pitchers' stadium like Iowa City to give them a little boost so I don't have to buy a bunch of free agent starters right away.