When you keep Axon's good point in mind, about scarring, I'd definitely recommend a septum first for a few reasons.
1. It's extremely easy to hide. I wear my septum down maybe once a month, and no one knows I have it.
2. Even if you do decide to take it out, and there is some scarring, it's definitely not visible.
3. Even if you don't like the way your septum looks on your face, and you still like having the piercing, no one has to see it. (pretty much the same as number 1)