Mourinho Challenge - Who to pick?

For those who don't know, the Jose Mourinho challenge is when you win the Champions League with five clubs from five different countries - England, Spain, Italy, Germany and France.

Where do you think would be a good place to start? I want to go somewhere where I'll be immediate continental contenders, and also have a respectable transfer budget.

Thanks in advance.

Madrid, Bayern, United, City, Chelsea or PSG.

Thanks, I'll go with Madrid because I wanted to start in Spain and they have a great squad and a good consistency in reaching the latter stages of the Champions League in recent seasons.