Try glass! It's high-quality and most is very affordable. Totally worth trying out. Unless you know that you're a size queen/king and regularly take very wide toys, start out slender. Glass doesn't bend or squish like silicone, so what seems slender will, in fact, feel thicker because it doesn't yield.
I've also heard from most beginners to go for smooth, non-textured toys because the texture is intense. I agree, to a point. If you've tried textured plastic, it would be fairly similar... so that's up to you. I prefer non-textured or lightly-textured glass much better.