My first homebrew attempt was with cider (3 gal) because it takes one less peice of equipment--a pot, which I didn't have at the time. I used Pasteur Champagne yeast so it is dry, dry cider. I've had friends comment that it is good, but I personally don't like it very much being so dry. I'm sure it needs to age alot as its only about 2 months old now, but it was my first "brew" and I'm not that patient in general.
I'm looking at Northern Brewer's catalog and they have a section on Wyeast wine yeast. They give a Residual Min. in their table, which I'm guessing is a minimum residual sugar percentage. Wyeast Assmannhausen and Rudesheimer have 0.25% Residual Min. Wyeast Sauternes has 0.50% Residual Min, and the Sweet Mead has 2.00% Residual Min. So if you decide to go with more sweetness those are some choices. Otherwise any white wine type of yeast or cider yeast will probably get you dry cider.
Also, you might want to think about purchasing some yeast nutrient (I used diammonium phosphate) if you're going with store bought apple juice. There isn't a whole lot in the way of N and P compounds in apple juice for yeast nutrition.
EDIT: I did a lot of things wrong with that first cider though... First off I added about 2 lbs of sugar (by eye) on top of the apple juice I got from the store, then I pitched a packet of dry yeast into what was definately a high OG environment without even so much as rehydrating it. Then when I went to bottle I'm pretty sure I didn't add corn sugar to water and boil to sanitize. Finally I fined with bentonite and did actually boil the water for the bentonite but added it too fast into the water and made big clumps of clay which I then added to the secondary carboy. Those things said I'm pretty lucky that it has gotten favorable reviews from friends, and its the clearest brew I'll probably ever have.