OKAY SO - I'm in the same boat as you. I'm looking into getting a set as well, and I had nowhere to begin. I put out a couple polls and questions here and most ladies are telling me go with something like this
or something like this
Apparently these types of kegel exercisers are more comfortable and easier to maneuver. Personally, from the research I've done, I'm going to go with the velvet plush at the top (on my wishlist) for its design, materials, and the fact that it's a complete set of three different weights that you change over the course of six weeks.
I looked into glass balls as well, but I've heard a lot of ladies say if you're very new to kegels, they've got a habit of falling out a lot, and most are saying that the weighted with silicone or elastomer is the way to go for multiple reasons.