First of all, they have to fit your body and your preferences. I've had pretty good luck, myself, but I'd recommend getting to know your personal anatomy pretty well before shelling out for an expensive rabbit. If you can map out the location of your g-spot in relation to your clitoris, and find a way to bring that knowledge to your computer screen, then the View Actual Size feature on EF is your new best friend.
I lucked out and found a cheap toy that had the perfect dimensions. By holding it up to my screen, I have successfully purchased two awesome rabbit type things that fit me perfectly -- the Vibratex Rosebud and the Lelo Ina. (Two very different toys in function and feel, but the size is the same -- see my review of the Rosebud for more on that point.)
Reading reviews is also a must. If you don't like pressure on your clit, you'll hate the Ina, for example.