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As purefun said, Lucas from Gremio. Usually have to pay around £10M in the first season so I would imagine quite a bit more in season 3 but worth it.
Also Luka Modric from Dinamo. Snap him up early or else one of the big italians, spanish or Spurs will. Will sign for championship clubs and isn't too much but will be immense. Once bought for £1.4M and after 5 seasons in championship sold for well over £26M.
For some experience, I go for Ali Deai and Dejan Petkovic. Then I get Greg Halford, Vincent Enyeaema, Kirk Broadfoot, and a whole bunch of other cheap guys with promise.
Very small teams, I look at Scotland - Naismith (fwd), Murphy (lb), the young Bulgarian from Hearts (name ALWAYS escapes me; begins with "K"),
Big teams, David Villa, Phillip Lahm, Guardado, Micah Richards (awesome in 2nd season), del Piero (old, but 2 decent seasons in him), Marcelo (lb, but better aml), van der Vaart (amc).
Pre-patched I always went for Vanden Borre, Vilakazi, Marcelo and Iaquinta.
Five starts on WeeGie and every time I've strived to sign Curtis Davies, Craig Gordon, Ratinho, Vilakazi (again) and Eddie Johnson. I usually find that any weaknesses in almost every team can be helped with those players.
They're the ones I immediately go for, but 3/4 seasons down the line I always try and get Vela, Akinfeev/Ustari and Sergio Aguero.
Cristian Alvarez - Can be bought for around 600k American dollars, only 26, can be played as a starter from day 1 for any side, even the Chelseas and Arsenals. Will get a work permit.
Rodrigo Palacio - But as a right winger ususually, not striker. Terrific pace, acceleration, dribbling, and crossing. Will get a work permit.
Cesar Delgado - In my mind, the cheapest world-class striker. Won't get a work permit though.
Most of the time my first buys are Geoffrey Jourdren (Great talent, goalkeeper) and Didier Digard (Young MC/DC). Sometimes I also buy Dagoberto (the striker).