I think most people here would say for an all singing, all dancing, out of the box and ready to go blog then WordPress might be the first choice.
But, if you want to use MODx for other sites then using it for your own blog will probably help you accelerate your MODx learning curve and pay dividends in the long run.
You can pretty well get most of the blog functions you’re likely to need from MODx with some customisation.