In the longterm, its a matter of personal preference as to what you do the most and what type of ships you like to fly the most. Personally I agree with people above that said missles are best for PvE and RHML with auto ammo are excellent for small scale and against jams in PvP, while turrets are better at large scale.
Turret wise for PvE I like artys the best because of the alpha and the best ammo choices IMHO. PvE Machariel with MJD and long range snipe is a very good choice and has been for a long time for good reasons.
Missle wise I like heavy omni tank mostly passive shield fits with MJD + Cruise missles on Navy Scorp, Navy Raven and Rattlesnakes. Ammo loss is negligible cost wise. The huge advantages of these fits is that they don’t require much capacitor use at all. This gives you an advantage when being jumped, a really large advantage actually that you cant pull off while flying cap intensive ships.
I usually end up with 120ish k omni EHP + 950ish DPS at around 110-120km range, all while having enough tracking to kill frigates in about 2 volleys and having a double prop mod (due to MJD), all the while having enough regen to get my shields back up to full between rat groups on full clears. I can of course go mission specific tank, ditch prop mods, and thus bump DPS up to 1300-1400 depending which ship or get even more precision to take out frigs in 1 instead of 2 volleys, but this is my personal comfort zone. 900+ DPS seems to be more then plenty to drop everything I need to drop relatively quick, so why not scale back and get more tank / utility ? Thats for battleships.
On cruiser side I have been flying Assault Missle Tengus and occasional RLML Gila (instead of drone focused though mostly I stick to drones on Gila), nowadays I think Lokis are better at it, seem to have more overall flexibility and better mobility due to the subsystem configurations, but I am not trained into Lokis unfortunately, eventually I will try those out but I won’t undock in one unless I have all appropriate sub system skills at 5s and have other thing I wanna train before I go into that.
IMHO turrets are best used in PvP where you have time dilation. Hands down then they become far more effective then missles, I have had countless times where missles didn’t do too much good due to flight time and targets getting out of range or being destroyed before they land etc. Also when you have fleet support. If you fly solo or in small groups where logi and cap transfers are not available, go with missles whereas if you do have those, better go with turrets.
That is just my preference, eventually, you will have both. Its up to you which you prefer to train up 1st.