For a char Lv1 to 99 first class without any gear or money...
I'd have to say gunslinger is fastest! As soon as you have Desperado max (try dex/vit for ever bigger mobs -> faster leveling) its just a breeze to hit 99.
2nd place is shared between hunter and wiz. If you solo all the time mage/wiz is really fast 20 to 85, but then hunter is faster or as fast as wiz to exp (Unless in party!). Also a 85+ Hunter could have an +x% dmg to race bow already if lucky.
And Priest... I'd wait until you have enough fish to healspam your way at firelocks to job50. I think you need like ~300 of this yellow lowbie fish, if I remember right.
I started sage because I wanted a Professor, played him to like 93 (Took around 9 days scratch). Then I lost patience and made a wiz to grind for some money. Was really fast to make a 99wiz in rachel F1 solo.
So I'd start what's most fun for you. Otherwise, you might lose interest in your char on lv9x when exp is getting slower.
Edit: And Ninja is the last class, I'd make as my 1st char. They need cash!