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Welcome Guido. Are you American? If you are, that limits your options a lot. Most people would recommend Pokerstars for Americans, it's fishy enough at lower limits and they're having some decent promotions right now. I've found Full Tilt to be fishy enough too, and that's where I play mainly, but a lot of people think it's tougher than Stars. Those are by far the two biggest US-friendly sites, FT has a bigger deposit bonus than Stars, but it takes a looong time to clear at lower limits. Where else... Prima skins (you can find a list if you google it probably) are mostly open to US customers, depending on what state you live in, and I hear they're softer than Stars or FT. Absolute and Ultimate Bet are also US-friendly, but I haven't heard great things about either. If you're not in the US, everything is open to you... I'm not familiar with non-US sites, so someone else should jump in for those.
$500 is a good amount to start with. With that bankroll you're technically bankrolled for $0.10/$0.25 games (25NL) because you have 20 buyins, but I'd start lower just to get your feet wet and get used to the online game. Online players are generally much better than live players. Some people say that $0.10/$0.25 online plays like $1/$2 live. So I'd start at $0.05/$0.10 games for your first few thousand hands. Once you've convinced yourself you can beat that game, move up to 25NL.
Make sure to read all the stickies in this forum and all the posts in the Beginner's Digest and you'll be in better shape to start out than 99% of your opponents. Good luck.
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