Hi! I would definitely suggest getting a good batch of dressage mares to start with. Definitely W rated if you can afford that. If not, E is okay to start too. Then, breed them to LB rated dressage studs. Don't worry as much about having your own studs because SD studs are usually decently cheap, even higher up on the leaderboards.
So start by picking a breed (I have lots of D RID mares up for sale lol!) then find some quality mares. If you can, be selective about production history. If a mare has had 6 foals and they were all E rated, probably don't buy her haha, look for some with more consistent W production. If there aren't any mares that match those specifications, don't be scared to buy fillies too or horses without a production history. I personally try to stay away from wilds just because their production is often terrible lol.
Last thing, it's even better if mares have tracked training. Look for mares with at least one bar up week 3/6/9, all up week 4/7/10. Hope this helps and feel free to pm me if you have any questions!