The first unit I have painted is a standard Honved infantry section. Pleasantly simple to paint as well.
I have a parachute assault unit on the painting table and after that some armour and support weapons. I'll take a breather after that given that you can use German units to bulk it out. I also have a few Soviets in the box and this could be my excuse to get some Romanians in 28mm.
The Warlord supplement is a very nice piece of work. Crammed pack of interesting scenarios for 1944-45. Although I might use some of my units for the 1941 invasion of Yugoslavia.
For a detailed history of the siege, I would recommend 'Battle for Budapest' by Krisztian Ungvary, published by Tauris. This author had access to German and Soviet archives and takes the reader through the battle week by week. With plenty of illustrations and maps.
Budapest itself is well worth a visit. The citadel has a museum with exhibits from the siege period.