Missions & Complexes

Probably Caldari or Minmatar might be good for you, given your parameters. Amarr mission runners are generally either laser-based or drone-based; you've said you want to get away from drones, and lasers are quite weak against several types of rats (notably Guristas and Angels).

Caldari and Minmatar both allow you to try shield-based setups; the best starting L4 boats for them would probably be the Raven and the Maelstrom, respectively. The Raven is probably a bit easier, because it's based on cruise missiles which don't require as much worry about relative transverse velocities; the Maelstrom has two significantly different setups based on whether it's engaging at long range or short range (using artillery and autocannons respectively). With a Raven, you don't have to worry about rats "getting under your guns".

Both are good with active shield tanking, though the Maelstrom has a hull bonus that improves the effectiveness of shield boosters. The Raven has a seventh mid-slot to compensate, though that may be taken up by a target painter.

If you're thinking of going into incursions, you might get a benefit from training Minmatar ships, weapons, and support skills: the Tempest battleship is a good, versatile beginning incursion boat, and that training path leads to the Machariel, which a lot of people consider to be the premier mission runner/incursion boat in the entire game at the moment. (Others swear by the Nightmare, which as an Amarr/Caldari boat, takes almost the exact opposite training path, though it does utilize shield tanking.)

QFT

When put into action, All Auto-cannon ships perform much more efficiently than and cruise missile boat. Cruise missiles look good on paper (or EFT) but the damage application is very low compared to turrets. Turrets require more training but give a better result in the end.

What makes autocannons better than other turret types is the ability to change damage types so they will work against all rats. The downside to autocannon boats usually falls in the defense area. The mach will give you the extra range to autocannons with it's bonus. The Vargur will boast a stronger tank but need to move in closer to apply damage.

At lower skill points, Drone and missile boats are better than turret boats. This is the point where most people claim that Caldari ships are better and then invest everything into those class of ships. Turret boats often take a bigger investment in skill and gear but in the end have a higher performance peak.

For most cases as far as lvl 3 and 4 missions go, the sleipnir is a solid investment. The DPS is moderate and it has a good tank for PVE.

Thanks to you all for all these quick and precious replies. I finally decided to go for the caldari path and my alt is currently training for a kestrel. I won't rush so this will take a while until I get my BS but I'm sure I won't regret the wait

Hitting F1 constantly will be a change of pace from hitting that F key every 4 seconds....to abuse a quote from some old knight "you chose poorly".

Why would you create a new alt if you're not happy with the skill path this alt is on?

I'd say the hyperion, it can get into scrub fleets in incursions with a shield tank.
Its a gun boat, your drone skills aren't wasted.
Shield taking is not skill intensive at all: tactical shield manifuplation -> 4 (actually, don't even need it this high if you use faction/deadspace hardeners), shield management to 4/5
Done (as far as incursions are concerned).

Or... a Rokh... It gets into non-shiny fleets easily enough.

Your missile skills and support skills are basically wasted if you focus on incursions after a while.
In a Rokh, you'll at least have the support skills and half the BS skills for a nightmare.

When you're "done" training on a rokh, you've got:
Controlled bursts
Sharpshooter
Rapid firing
Trajectory analysis
motion prediction
- all of which you won't have from a missile boat

Then you just train the amarr BS and small->medium-> large energy turrets, and you're set for a nightmare.
(or, just train the BS skills, and get a vindi)

Tengu is used in all incursion fleets and RNI is needed in HQ/AS mostly. Caldari is fine.

You would make more money in missions in the mach, and get picked quicker in Incursions in the Mach, but it wont be anything to loose sleep over.

A naga will work if you careful with the frigs, just burn away before they spawn. A talos is perhaps safer as it has drones to deal with the frigs. I found a HAM tengu to work better than a raven. Otherwise a shield domi is a popular choice if you have decent sentry skills.

EDIT --- mach is not great in guristas space btw