I've done the Grecian and L-8 but not the Larchmont or the Pinnacle.
The Grecian is a great dive, bright sandy bottom, usually excellent visibility (i've seen near 40ft vis on it), and usually plenty of ambient light. It is pretty broken up with the main feature being the boilers. My avatar picture was taken on the Grecian to give you an idea about conditions and I was about 25ft from Tampico_Ed when he shot it. The video the picture comes from is linked somewhere on this forum if you want to dig around. One thing to note if you are researching the site is that the depth for the Grecian that Gentile's Wrecks of RI and CT book gives is a mistake, the actual depth is about 100ft (he wrote 70 ft). Really the only bad thing about this site it is that is a long ride out there.
The L8 is generally a dark dive known for very poor visibility. Most people seem to report visibility of only a few feet. I've done it once and was lucky enough to dive it on a good day with around 15 ft vis. In those conditions it was an interesting dive but people who have done it more times than I have tell me that I had an exceptional day so you probably shouldn't go expecting similar conditions.
So between those two, if I had to pick the just one to do first, the Grecian would be my choice.