I would say it is all about what you are used to... Today cross developing is the thing and if you have used some Z80 assembler to develop on PC, then it is probably best tool to start with MSX as well... Among MSX users the most used assemblers seem to be: asMSX, SjAsm, TNIasm and Glass... As you know there are a lot more...
If you plan to develop on MSX it self, then M80 macro assembler, Devpack 2 (GEN80) and Compass are the best ones... Compass is the most user friendly with embedded development environment, but I think it is still not freeware although it is quite old.
In order to help you any further I would say it would be useful if you could describe your coding habits and coding platform you are planning to use... Maybe even post some links to some sources you have made.
did you have a look to that topic ? And also check other posts of Keith (keith56) - he has a site dedicated to Z80 cross- and multi-platform development
I use VASM to assemble now, but I used to use WinAPE, even though it's really an AmstradCPC assembler... so long as the binary files you create have a valid MSX header, you can use them on the MSX, so you may not need to change the software you currently use, if that helps.
