はじめまして hajimemashite
Hajimemashite is used only when first meeting someone. Its literal meaning is "for the first time" and it is the beginning of a longer expression, though it has now become an independent expression.
Xです X-desu
X-desu is used to identify a person or a thing. Japanese adults normally use family names; first names are rarely used. Being a foreigner, however, you may use your first name if you prefer, but you should not use a Japanese person's first name unless you are specifically requested to do so.
どうぞよろしく doozo yoroshiku
Doozo yoroshiku is used on occasions when you would say "I'm pleased to meet you" in English; literally, however, those two expressions mean quite different things. Doozo yoroshiku is the abbreviation of doozo yoroshiku onegai-shimasu, which literally means something like "I (humbly) request favorable treatment".