For your first herp I'd recommend the leo over the BD and I definately wouldn't recommend a CWD for a first herp. Leos will tolerate being handled, but generally prefer to be left alone, like most reptiles. The downside to the beardies is that they do need a large enclosure, they have a more complex diet as they eat plant matter as well as insects. WDs generally hate handling, need extremely large cages compared to the others (4'x6'x3') and have higher humidity requirements. The dpwnside to both the dragons is that they are diurnal. This means that one of their greatest requirements is proper UVB lighting. Leos don't need this.
Diurnal species need UVB lighting, but the UVA and full spectrums aren't even close to sufficient. UVB can't pass through glass, plastic, fine mesh, etc. A florescent UVB must be closer than 12 inches from the herp to be effective, must be replaced every 6 months or so, and can't produce sufficient heat. There are also different levels of UVB available, like 2.0, 5.0, 7.0 etc, and different species require different levels of UVB.