Every breed has it's pros and cons, and everyone that's owned a dog typically ends up recommending the breed they had since it was the best fit for their family (unless they had a bad experience with a certain dog), and I probably won't be much different, but I'll try...lol My family has always had dogs...mutts and purebreds alike. I would recommend narrowing down your search like this:
First, decide on whether shedding is okay or not. If it's okay, then the field is wider than if it's NOT okay. If you want to stick with non-shedding breeds, then your house will be cleaner but you'll need to expect to pay for grooming (some people do it themselves, but since Jana mentioned never owning a dog before, I'm guessing you'll have someone else deal with that).
Second, decide on size. Jana already did that by mentioning 20-40lbs, so that eliminates most of the larger breeds unless you can find a runt or a breeder that breeds them smaller, although personally I'd be a little leery of a breeder that bred dogs that wouldn't meet the AKC requirements of the breed because they aren't being true to the breed.
Third, and this one is one of the most important in my opinion, is intelligence. Working breeds like hunting or herding dogs are easier to train that less-intelligent breeds because they're able to understand what you're trying to teach them more quickly than dumber breeds. You may only need to show a smart dog what you want a handful of times versus spending weeks trying to teach a dumber breed the same thing.
Fourth is energy level, which Jana also already mentioned (low energy). One note from personal experience on this one. Virtually ALL puppies need more exercise when they're young versus what they'll ultimately need as they mature. Puppies (2yrs old and younger) will be a lot easier to train when they're getting regular exercise, because they aren't fighting all of the pent-up energy inside of them when they aren't walked or run around the yard long enough to wear them out a bit.
And the last consideration that hasn't been mentioned, but is perhaps most important of all is temperament. Make sure after you meet a possible pet for the first time that, after a few minutes, you're able to flip the dog over on his or her back so you can pet them on the belly. Be confident as you hold it and once it's had a chance to calm down a bit, flip it over. If it fights you big-time, it'll probably be more of a struggle to train versus a dog that'll allow you to be in control. (I did this with Big Nate's boxer puppy and she passed the test with flying colors)
If I could offer a few recommendations...if non-shedding is the way to want to go, then a poodle or a poodle mix would probably be best based on what you've mentioned so far. Poodles don't shed and they're on the high end of the intelligence range. If you don't mind a shedder, then I'd highly recommend a Welsh Pembroke Corgi (our's died 2 1/2yrs ago) because they're like a big dog in a small package. They have a double-coat, so snow doesn't stick to them (seriously, it's like their fur is teflon-coated), they're a herding breed so they're highly intelligent and easy to train and they don't need a ton of exercise. Ours would fetch a tennis ball for about 15 minutes until he was dead tired out...loving every minute of it. A Golden Retriever mix (with a smaller breed) would also be a very family-friendly option. There are many other family-friendly breeds out there, but I'd caution against any breeds described as "protective" or "guard dog" or "loyal to it's family" because these breeds can be GREAT to family members, but not-so-great to visitors or other non-family members.
Good luck with your search, and take your time.