Sign
#1. Mage - Extra 50 Magicka. This is a pretty good one to pick.
#2. Apprentice - Extra 100 Magicka + Weakness to Magicka 100%. This is an aggressive choice. More magicka but with a big downside. If you go with this one, try not to get hit.
#3. Atronach - Extra 150 Magicka + Spell Absorption 50 points + Stunted Magicka (no regen). Use this one with caution. You have a huge Magicka reserve and the large benefit of the 50% chance to absorb spells, but that means you will need to spend a lot of time making Restore Magicka Potions since it won't refill on it's own.
The class you choose is very unimportant, as almost all characters will become a jack-of-all-trades by level 20. I would pick one based purely on your personal roleplay tastes. I usually create my own custom classes and choose the skills that I know I will be using (and then I prohibit myself from using anything else).
However, here are some tips:
#1. Never take all three skills governed by the same attribute (i.e. Mysticism, Conjuration, and Alchemy are all Intelligence) as your majors. This will allow you a degree of control on the attribute modifiers when you level up.
#2. Pick ones that you want to use on a regular basis.
#3. Avoid useless skills unless you are roleplaying. Don't take Speechcraft, Mercantile, or More than one direct combat or armor skill.
EDIT: Also, after reading justin's suggestion below I thought that I would add this;
If you fortify a magic skill, it will decrease the cast cost. It will not, however, allow you to cast a spell outside of your current base level (journeyman, apprentice, etc.). It will also slow your levelling in that skill. Also, please note that there is no benefit to fortifying a magic skill past level 100.