I'd definitely say Thoumont's, since it includes most of the pieces that make TerrainLinX so unique and interesting. After that, I'd probably go with the Lost Halls of the Dwarf Kings and expansions, if only for exposure to the double posts and double-high walls.
Of course, if you're going to use multiple sets, I'd definitely go with Sewers/Streets of Himmelveil/Thoumont's to let everyone see how the system builds up and can combine multiple sets into a single build - and to show how flexible the system is.
Magius out.