All choices are fine, its your call to make, but you are basically picking between 4 directions
Demon ruins/lost Izalith = fire areas, multiple one on one bosses, lots of souls to collect and level up, can leave via bonfire any time. Also regarded as the worst designed area in the game. I agree with this but I still like it.
Duke's Archive = Area based on magic. Can be hard to damage enemies and you can get trapped there for a while, kind of maze like. Boss is a single entity. Maybe bring fire paper to enhance your katana, purchased from lady in tunnel
New Londo = you've basically cleared it already, there's just the boss fight to go using Artoria's ring. Depending how things proceed you can end up fighting multiple bosses.
Tomb of Giants = Dark and scary but ways to get around that. Area based on holy/unholy miracles. Boss summons minions that attack you during boss fight.
Or there's the DLC, but it's best to level a bit first.