Being a saxophone player, I'm bound to say the sax. It's one of those instruments that, like chess, takes a moment to learn and a lifetime to master. But, as Booldawg says, it is a very enjoyable instrument to play whatever your standard. Plus saxophonists (in the UK at least) are a very nice bunch of people to know.
But it's horses for courses. There are lots of things to take into account. You have to like the sound of your intended instrument, and preferably like the genre(s) of music that use(s) it, too.
The there's the physical thing. Some find an instrument easy where others have real physical difficulties with it. For instance, if you have particularly small hands, then piano could be tricky, and if you have very large front teeth, then you could struggle with flute.
Also, we're all different emotionally and intellectually, so what's easy for one is bloody impossible for the next.
Pick something you like the sound/look of, then go along to a decent music shop on a weekday (when they're quieter) and ask if you can try a couple of instruments out. It may cost you a reed or two, but that's worth it if you end up with the right instrument for you.
You might find this little guide helpful:
http://www.mia.org.uk...ality_instruments.pdf