For a 1st bike I'd recommend something cheap, used, and without a lot of plastic because chances are you will drop it at some point. Dual sports are good first bikes due to the fact that they are light, agile, sit up right and usually fair better when you drop it.
Here's my opinion of the choices you listed:
Ninja 250 - Great starter bike. One of the guys I ride with started out on a used one that he picked up for $1,800. He road the piss out of that thing for a year and moved up. Sold the bike for $1,200 so he only lost $600 for a year of riding. The only draw back is that it's slower and you will want to move up soon. You have to get big revs to ride the highway, but it can do it.
Ninja 500 - Another good starter bike, and is plenty fast for getting into trouble. No trouble with highway riding, back roads, twisties, etc. Good all around and easy to find new or used.
Ninja 650 - Ok for a starter but used models are tough to find because its a new bike. You won't get bored with it for a LONG time.
ZZR600 - It's expensive and it's got enough top end punch get a novice in big trouble in a hurry. A newb can learn on this bike but self control is easier said than done. Trust me.
You are on the right path looking at starter bikes. Most newb's look at getting a race replica bike to start with and either drop their $8k machine, wreck it, or never get beyond their newbie status because the machine is more difficult to ride than say at more upright bike. Also most people don't realize how fast these "small" bikes realler are. My "small and slow" SV-650 can run the quarter with the likes of stock Vipers and Z06 Corvettes.
Like others said, take the MSF course and invest in some good gear. I never leave home without my full helmet, riding jacket, boots, and at least some jeans on. Don't be like these squids on the road in flip flops, wife beater & shorts. On a bike it's not IF you go down it's WHEN and by God you'll be thankfull for the protection when it happens. Who cares if it looks cool or not? Nobody looks cool in a body bag.
Ok enough of my ranting. You seem to have a good head on your shoulders and are asking the right questions. Kudos!