For ethical guidance: Superman.
For tactics: Batman.
For bein' a wiseass: Spider-Man.
For fancyspeak: Thor.
For pickin' up chicks: Superboy or Torch (depends on whose tastes are closest to my own).
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Shinier than a speeding bullet.
I have to say i think the Thing would be the best choice. He's the best example that even if you grow up in a bad neighborhood you can still make it. And he knows how to fight pretty well, and is probably the most heroic character other than Cap.
Daredevil could make a good teacher or Cap. Karate Kid would also be good if it's possible for me to learn his style. I think I may go with Daredevil though, since he has some good fighting ability and he knows some ninja tricks. And pimp skills...