yeah, you should try OU first, probably on showdown first to take away the grinding
mainly OU consists of most viable pokemon, excluding overpowered legendaries, broken mega evolutions and some other really good pokemon like blaziken
if you want to use these pokes, go for Uber and if you want to face and use mega rayquazas, evasiveness teams and just broken and annyign stuff, Anything goes.
check around smogon for a better idea