You'll find hereunder what I am playing. I'd not say these are the best variations but I am quite happy with my results:
1. Four pawns attack: 5...dxe5 6...Nc6 & 7...Bf5 (or Bg4 in case of Nf3)
2. Chase variation: c6 and d6 (but never got it OTB)
3. Exchange: cxd6
4. Main line: 4.Nf3-g6. (Alburt variation). It might be theoretically suspect but as I said in another thread it is quite good at my level (1800-1900)
5. Other third moves: 3.Nc3-Nxc3 / 3. Bc4-Nb6 I do not like playing against 3.Nc3 because you get an open game (black will have to play e5 quite soon) and I do not like these positions with black - too dry to my taste 
6. 2.Nc3: As I said before, I don't like the open games and so I go for 2.d5 and after 3.e5, then Nfd7 getting something like a French (advance or classical with a tempo more but not sure it is really important). There is a big trap for white in this variation and I am amazed how often white falls in it in blitz games: 1.e4-Nf6 2.Nc3-d5 3.e5-Nfd7 4.d4-c5 5.Nxd5-cxd4 6.Qd4-Nb6 and white loses a piece.

Complicated, interesting, imbalanced positions: well most Alekhine lines are just that. My advice: play around a bit and go with whatever you like. Most lines are theoretical difficult for black but you'll get practical chances anyway.

edit: if you have some knowledge of open games: play 1. e4 Nf6 2. Nc3 e5.