I would, myself, be a Noldorin Exile. It would be a pain, but these Elves are the most heroic of the Houses (in my opinion).
They were the most skilled in weaponcraft, craftsmanship in general, and in battle their magic seems to be the most potent after the Teleri Elves.
However, I would not bind myself to the Oath of Feanor; I would follow King Turgon, who had the favor of Ulmo. I would be one of the Gondolindrim and seek after good and not gain, unlike the cursed House of Feanor. After the Fall of Gondolin, I would follow Tuor son of Huor. If I survive the First Age and do not return to Valinor, I would live in Lothlorien and be one of the Elvish Watchmen.