I would start with Silex. It's a very small framework, pretty well written, and very easy to pick up:

http://silex.sensiolabs.org/

It's also supported by Sensio, who has a good track record. I'd pick it over Symfony because it's more lightweight and over Kohana or CI because it has better documentation.

Cake will lead you down a dark path, and ZF is bloated and unwieldy. Yii seems nice, but I think they lack direction.