To put it short, you would use Bean managed persistence if you need more control on your data access objects. the same (almost same) level of control can be obtained through Container managed but with some tweaks.
So if i were you, i would start with Container managed so its easy to see how things work and leave the difficult aspects(SQL, Tx management) to the container and just declare them using CMP. Once you get to a point where you are strong with CMP, you can rewrite that with BMP.