Personally, I like the Gold Laced G and the Emerald Explorer. I have some glass plugs that are really nice, but are bigger than standard beginner fare, and I recently bought the Fun Factory Felix, although I haven't tried it yet.
I recommend either silicone or glass, since they can both be sterilized. Glass is firm and unforgiving, but it's also slick and easy to use. Good luck, and have fun!
Fingers work the best for getting you butt used to the feelings. I just received this one and it might be good. It also comes in pink and purple here.
These are the size of a finger and are flexible. There are many finger size plugs that may work as well. Look for something made of silicone as they can be sterilized and do not retain smell.