I personally prefer to go experience all of the ships in the ship tree. Really, it depends on what you're doing with the each ship.
AA/ASW combo in GB, or running in close (acting like a giant DD) in Blitz: Brooklyn
Pure AA in GB: Cleveland (Though you may want to ultimately get the Baltimore for the extra crew slot)
Acting as an old-style CL/CA (CL/CA rooms and Blitzes that aren't on Hobbit War): Cleveland, then Baltimore when you get it (think Cleveland with more firepower, range, and better spread. If slightly worse speed.). And once you can get the Alaska, using it as a bigger, faster (if less agile) Baltimore, with some more AA ammo, and rather longer range (if worse spread).
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