Honestly, I would start with a single module. Pretty much any module would work, but We Be Goblins and the followup sequel are pretty well regarded.
I would avoid going with an AP off the bat for a couple of reasons (in no particular order):
1. An AP involves a major time commitment, not as much perhaps as doing your own homebrew campaign of the same length, but still a pretty hefty commitment.
2. There's a lot to keep track of with a campaign, NPCs, places, prior events, future events, etc.
3. (This may actually be most important) You don't yet know if you'll like GM'ing if you've never done it before. Starting an AP only to discover that you do not like being a GM can get frustrating for everyone, to say nothing of the money that you might "throw away" by purchasing modules you'll never use (I always recommend reading through the entire path before starting).
A single PFS adventure 4-5 hours, can be had for a few bucks, and there's a lot to choose from. While you CAN make it an official Society thing with legal characters and all, you are not required to do so.
Murder on the Silken Caravan is a good time, for example.
* this does take away their possible future society fun, so check with players first*
Theres even a few exzellent free adventures available from paizo and from third party publishers (3pps). I'll dig up some links later.
What are the players interests? Did you already make characters?
Here's a nice thread with links to cheap or free 3pp adventures
Frozen Wind is a free adventure set in the dark quasi Japanese setting of Kaidan it received rave reviews.
Consider starting out with a small module, like Master of the Fallen Fortress or Murder's Mark.
Or, as another poster mentioned, try out a couple Pathfinder Society Scenarios.
Once you've got your feet under you as a GM, and your group has enjoyed the previous items, then you should move on to consider an AP.
Check out this excellent 1st level adventure and be sure to read the review by Endzeitgeist.
If you're feeling evil, or sick even, you could run Carnival of Tears
If the conversion isn't an issue into the haunted forest or hollows last hope were pretty good.
The dragons demand is pretty good going to run it myself next month for a new group of experienced players