What's the best Power Grid expansion for a beginner?
For a beginner, I would say no expansion is necessary at all.  Vanilla Power Grid is an incredibly deep game.  I have found that it can be a bit overwhelming and introducing additional complexity will only make it harder.

Personally, some of my favorite games (Agricola and Dominion being two examples) I grew bored with the base game quickly and vastly prefer playing with the expansions.  Power Grid is not one of those games.  I have played it for years, and often still play just the base game even though I do own one of the expansions (Robots).

Disclaimer: I take a very analytic approach to board games.  More casual players might not find it as overwhelming as I do.