i would recommend the most durable ship you can bring that can both mantain damage and tank and also have the space for the exploration equipment.
if you're an alpha that also means no cloak. its a free slot but still, more dangerous.
best runs in wormholes for me have been as alpha at the start of the year. it was a simple daytripping from empire space but still. checking the holes, watching who would come and go and trying to keep up from being warped on have been enough to pump adrenaline.
i did those with a Maller, can run C1 anomalies just fine if you pick the right sites. the probe scanner takes out a turret space so its a bit sad on damage.
if you want something faster i think. a Navy Augoror would get the job done since it gets BC lvls of tank and the slots to spare on probe launcher/cloak. Gnosis is also a possible investment but since its slow as fuck i'd rather use the faction cruiser.
i didnt use mobile depot for this. people will recommend it, but unless you plan to live in WH space i dont see the point.
you will probably get more bang for your buck with the exploration sites. i liked the challenge of killing sleeper drones but since alphas cant use salvage drones i had to loot them only. blue loot is lightweight, the only issue is filling the cargo since it takes a lot of time to finish the sites and you may only find a handfull of the sites you can actually do.
most of the people that claims about the bountifull in that space either belong to a corporation or an alliance that roll the high end holes for farming, or have subscription active so they can run higher end wormholes in stuff like Rattlesnakes, T3 cruisers and other expensive vessels.