Out of those, the best starting point is Card Captor Sakura. It's just a perfect show, and also the most traditional of the shows you listed.
Heartcatch Precure is badass, and would be the second best starting point. As a Precure series not named Smile, it has a lot more punching than the average magical girl show; the art style is pretty far out; and the team dynamic is fairly modern. But other than those, it's quite traditional as well.
Utena is 10/10 great, but only lightly / superficially magical girl. It's more hardcore.
Sailor Moon is 200 episodes long and greatly varies in quality. The third season, S, is astounding, but you have to get through the average-at-best second season, R, to get to it. It's more or less the show that brought the Super Sentai team dynamic to magical girls.
But you should watch all of those eventually, they're all top-tier. Also check out Princess Tutu, Re: Cutey Honey, and Nanoha the Movie 1st and 2nd.