What would be the best way to advance a starter set?

Maybe something with heavier firepower? Like 2x 5 man squads of Heavy Infantry or an ORCA?

Or Airborne Infantry for the "Hail Mary" ability?

Another starter set or just get some indivual stuff

For my money the the three next purchases (with the starter pack) should be:

Mike Sanders - So you can have a basic unit of 3 purple sharks an an alternative hero
Heavy Infantry - These should be the first unit you pick every time, great range and close combat stats
Airborne conversion pack - Gives you a unit paratroopers straight from the starter pack.

After that an Orca and Banshees

And after that another Purple Shark (a unit of 2 and a unit of 3) Sealions, K-9s and Free Marines

From my limited experience small units seem the way to go so two or three packs of each unit type is probably where you'll end up (2 pack gives you 2 units of 5, obviously, where as 3 packs allows you to fill in points with say a unit of 6 and a unit of 7)

Just my thoughts from a few games

Joken