Strap on.

Useful topic breakdown on Strap on dildo:

Best Strapon for Clitoral Stimulation?
My wife and I just decided that we wanted to try strapon sex and trying to decided on our first toy. We have noticed that many come with a built in..

FtoM strap on?
This looks like fun for both to use. Anyone have experience with female using on male? Is it good for prostate strap on play?

Strap-onless strap-ons
I love when my girlfriend ties me down and dominates me but we haven't given much thought to strap-ons. Are the strapless ones as good as the...

Getting my wife more comfortable being a Dom?
Looking for ways so my wife can be more dom. We do peg from time to time, but I would prefer some more bondage and being more submissive including...

Harness color preferences?
Most harnesses are black, but lately I've been noticing more red/pink/white and even purple...what's your color preference? I tend to like pink and..

For the dildo? Or the harness? Or just if you should do it or not?

If you're absolutesly new then there is an advantage to going somewhere where you can try things on and handle them. Do get a separate set, do get silicone dildos/attachments, and do expect to spend a bit of money for a nice one - cheap ones will irritate and infuriate more than please.

Generally speaking I'd say go with a flared base / O-ring design (more options than the Vac-U-Lock), and look at a "jock" design.