I've also never had good luck growing herbs indoors, but all I've tried have been small pots of them. When I grow them in pots outdoors, I used terra cotta, they work really nice.
I like to grow mine in a raised bed. It's a decorative bed, off my patio, and looks really pretty in the yard. Some things you may want to consider, what herbs do you use when you cook? I used basil almost daily, (when I have grown it, I don't buy it at the store, too much $$$), oregano, chives, flat leaf parsley. I also grow sage, dill and thyme. I also plant red flowering plants with them, adds some color.
In plants, I plant mint. It is a spreader. So is oregano, but it's controllable.
So, to answer your question, I would start with whatever you would definately use. Mint, basil, oregano, thyme, parsley at least. And, I would try to plant some outdoor plants, also, they'll probably do 4 times better than your indoor ones.