violin is very very tough to learn afaik,but totally worth it.SO is saxophone.
+1
Go for guitar dude.. Knowing guitar puts you in uber cool ppl..
Its not about being cool. Its ultimately about what you want and what you are comfortable with. I know tons of people who decided to pick a guitar to get chicks and to emulate Rock On

lol: ), and due to this fad that guitar is cool and others are lame. They all ended up in giving up the instrument altogether.
Then again, if you are damn serious, and are willing to learn solely for the purpose of learning, then there is no reason for not going ahead with it. (this applies for all instruments)
So first, decide what you are really keen on learning and shortlist them. Then make a clear decision on what you ultimately want to learn first. (you can learn to play more instruments later

)
Get back to us with your options then.