Well, after over 15 trips, I seldom do the daytime parades anymore. But this is your first trip...so, I would recommend the afternoon parade in MK. Find a spot anywhere along Main St. I actually like to watch from Frontierland...that's where it starts so you can continue doing attractions as soon as the parade passes by.
I haven't seen the DHS parade in years, so can't comment on that one. Same with AK. Last time I saw it was the holiday parade several years ago.
The other one I always watch is SpectroMagic in MK. It's their night-time parade. I like to watch it over by Liberty Tree Tavern, as it turns the corner and heads through Frontierland.