Shuri > Klaue > Skurge > Iron Hammer, ordered by staying power in your roster.
Shuri will always be useful for her passive damage boost to villains.
Klaue gives another option to boost damage a bit.
Skurge is a good choice to be able to complete Combat Villain ABX, which is difficult to do until you get Apocalypse. As a new player, Apocalypse will be months away and very expensive to level up to simply get the minimum 100k ABX score,
If your roster is super thin, Iron Hammer is a good choice as a primary damage dealer to get you through some content.