Everybody has to start somewhere and the Arty is as good a place as any. I have the Arty and I also have the both the Basys 3 and Nexys 4 DDR (way overkill except see below) and they both work well with Vivado.
I am totally confused with Vivado licensing. In the beginning, the software was supposed to be device locked and I was given a certificate with the Arty to use in licensing. Time goes by and now I'm working with the Nexys 4 DDR and it wasn't necessarily included in the certificate licensing scheme. Somehow, I can program it with Vivado and use all of the free IP that comes in the package such as Microblaze and the DDR core. At the Digilent site, they no longer talk about including a certificate with the Arty.
I think Xilinx has dumped much of the restrictions on Vivado.
The Arty is a terrific way to get started because you get to start with the newest software on a modern device. You don't have to learn ISE only to have to start over with Vivado. OTOH, Vivado, to me, seems like a steeper climb mostly because I don't understand the constraints files as well as I should. That's ok, I didn't understand them when I first started with ISE either.
HOWEVER... I prefer a board with more gadgets. Lots of switches, plenty of 7 segment displays, a wide array of LEDs. These are invaluable when bringing up a new project. Single stepping is a lot easier if the board has a pushbutton or 2 (or 4).
If the board requires any kind of off-board programmer, it is out of the question. I leave my board connected via USB and it takes just a click or two to program it. Furthermore, I have a USB serial port for IO for which I just need to instantiate the UART. The absolute last thing I want to do use use a JTAG dongle.
Hence the Nexys 4 DDR. BTW, that board comes with a logic component that makes the DDR look like SRAM. I haven't used it but I will. The next to the last thing I ever want to do is get involved with creating a DDR driver.
As to the Neso board, it seems terribly overpriced. I might consider it if I wanted to integrate the entire board into a project and I could just plug it in but, for development, it doesn't have any of the gadgets I want. It does have a much larger FPGA than the Arty.