I stick to the Classical Dutch these days, which has the added bonus of working against 1. c4, 1. Nf3, and just about any other first moves besides 1. e4 and 1. g4.
It depends how much time you have on your hands. If you have a lot of to learn a very solid defence, go with the Nimzo-indian complex, which I don't particularly like because there is just too much theory behind it and instead of learning one defence, you have to learn three, the standard Nimzo, the QID or the Bogo and the Catalan. Granted, they're very solid but very demanding.
If you have some time, learn the Gruenfeld. It's very easy to rip apart medium class players with it, once you get a good enough feel for the opening and what your ideas are. Again, there is a massive amount of theory to learn, but considerable less than with the Nimzo-indian.
If you don't like that either, go with the KID. It's also very theoretical but there are considerable fewer lines and less memorizing involved, since in many lines, you'll be focusing on concepts and ideas instead of move orders.
As for other types of defences. Yes, the Slav is very good but again you have a lot of theory to learn and there are quite a few annoying lines, like the exchange and a few others that can ruin your fun against a mediocre player.
The old QGD is good but you rarely have winning chances.
The only part of the QG's I like is the QGA, where it's very hard for White to go for a sterile drawing line, even in the dxc5 line, where there is an early Queen exchange, you still have good chances to win with Black.
As for the other recommendations given here. The Dutch will bring you pain and pleasure, depending on the kind of opponent you face. On the whole, I never trusted that opening, you just risk too much for too little. Btw, playing 1. Nf3 f5 can lead to a very interesting gambit with 2. e4.
The Budapest is dodgy. Again, it has some surprise value but against a decent opponent you'll be struggling from the start.
The Benoni is something else. I'd call it extreme sport in chess. It can work but boy can it fail. One small mistake and White will pounce on you with his or hers central pawns and you'll be biting dust. Again, the opening is pretty sound but you need a lot of patience to make it work.
As for the Benko, I use it regularly in blitz games. It's very easy to use in a fast game, since you don't have to react to White's plan all that much and initiative is all that matters in blitz. As for using it in a normal game, I'd think twice about it, but I'd certainly trust it more than the Dutch or even the Benoni.
How About the BENKO GAMBIT!!
My friend just started to play d4 on me and like you i was not very used to 1. d4. Then I learned that the benko gambit is one of the most well respected gambits and it is for aggresive players.
This is the Ideal setup
This is all i know about the benko gambit and I have beaten my friend a few times with it
i 2nd the benko. it's fun to play for sure.
I enjoy the KID but I don't seem to encounter many d4 players so my experience is lacking
personally i love this one http://www.chesscafe.com/text/abby01.pdf
Whenever I see the Benko, I just play b6 and spoil it for them. I recall before doing that, a friend of mine would always get nice attacking positions on me in the Benko, then I switched to declining it with b6 and he never got anywhere near as good positions on me from then on.
Anyway, I've tried everything from the Dutch to the QGD and Cambridge Springs. I think now though I really like the Semi-Slav. It's a fair balance of solid and aggressive from what I've seen so far.
I prefer the King's Indian Defence, but I've also experimented with moving the e pawn rather than the g pawn.
It's weird seeing my old perferences from threads that people necro-bump. Now I prefer the Nimzo-QID these days.
Classical Dutch, Budapest Gambit, King's Indian Defense
I like e6, either transposing into a French or a Stonewall Dutch. I like the Benko gambit as well. Don't play the d4-d5 stuff as black much.
I have got into the chigoran and albin counter gambit also slowly learning the merran Where i vaugly remember reading GM Speelman saying it has good pawn break oppitunitys with c5 and e5 and as white it is very difficult to prepare for both. So that has intreaged me.
Benko gambit right now, though in the past ive taken favour with the noteboom and leningrad dutch
I currently play Nf6 in response to that move, and from there it's usually a nimzo-indian or the queens-indian.
Queen's Gambit Declined, Orthodox Defense.
One that hasn't been mentioned that I'm an advocate of is the Modern Defense!
1.d4 g6! and now 2.e4 goes into the e4-Modern, 2...Bg7 3.Nc3 d6 (Black can also go into the Sniper with 3...c5, but you better be ok with playing certain lines of the Dragon if White plays 4.Nf3) and now 4.f4 a6, 4.Be3 a6, 4.Nf3 a6, or 4.Bc4 c6
If After 1.d4 g6, White plays 2.c4, black has a number of options. After 2.Bg7 3.Nc3, Black has:
3...c5 - I like this move here better than with the White pawn on c2. If 4.d5, Black has what is known as the Dzindzi Indian Defense, 4...Bxc3+ 5.bxc3 f5!, idea being Qa5 (pressuring c3), Nf6, Nbd7, Nb6, Bd7, and O-O-O. These moves aren't automatic, and variations must be considered, like White gambiting with e4, early h4 pushes, etc.
If White rejects pushing d5, and plays a lame move like 4.e3, then Black can play similar to a Benoni Defense, and White's position is an insipid form of an Anti-Benoni. Black's game is easy.
3...d6 - This is the other main option, going into lines of the pure Modern. The Averbakh, 4.e4 Nc6?!, is very dubious now-a-days due to 5.d5! being so much stronger than the more pedestrian line, 5.Be3 e5 6.d5 Ne7 with a King's Indian-esque type of position. Black's position sucks after 5.d5!
Instead, after 4.e4, Black has 2 legitimate options. He can play 4...e5, which allows White to trade and trade queens if he wants to, but the middlegame is easy for Black, and he should have no problems holding the balance. White should play more agressively and not trade. The other option is 4...Nf6, which directly transposes to a King's Indian Defense.
What's also nice about the Modern is that it can be played against anything other than b3 or b4, and in most cases, White has nothing better than to transpose to the d4-modern or e4-modern.
I like the Modern as well, sets off the opponents preparation.
Personally, I play the QID when allowed to and the Tarrasch Defense.
I prefer the KID, and I win a lot of games with it. Every once in a while someone spanks me like a red-headed step-child, though. I guess that's the risk involved in playing a complex, double-edged opening system.