Don't mind that I'm male, I'm posting on behalf of my SO, who doesn't have an account on here. :P
As for dildos, yeah, they do come in a bewildering variety (Btw, I'm assuming you're talking dildos here and not vibes).. Most are pretty cheap, unless you want high-grade materials like Silicon or the "ultra-realistic" types.
You can get a cheaper type to see what kind you like for not too much money, certainly under $20 US. Those "ultra-realistic" types, like Cyberskin and its successors, can *easily* run you $30-50 or more. If you're just looking for the ever popular "jelly" materials, those usually run from under $10 to about $20 for a straight dong/dildo. Latex/Rubber dildos are usually priced on the lower end of the same range, give or take. Silicone is also quite expensive, coming in roughly the same range as the realistic materials.
So what's the difference? Well, Latex/rubber is cheap, but they don't tend to last as long. They can also be a bit porous, making cleaning sometimes a pain in the neck (need to be careful). Jelly is a bit softer and more flexible, but still porous, so you still have to be a little careful cleaning them. It's also still quite cheap. Silicone is one of the best materials, as it can be made soft or firm, is non-porous, holds body heat well, and lasts a long time. You can even boil a silicon toy or toss it in the dishwasher to clean it! The realistic materials are, well, just that, designed to be very realistic in feel and the like. Again, they hold body heat well, but tend to be more porous than silicone (more like jelly or rubber) and hence need a bit of attention at cleaning.
For someone starting out and experimenting, I'd have to recommend jelly or latex (my gf and my personal call there being jelly-as it's still cheap but a little nicer on the feeling). Once you've got a feel for what you like, *then* you can go look at the more expensive Silicon/Cyberskin&Realistic toys.
And wow, looking back up on that, I have done WAY too much sex toy shopping with/for my SO. <G>
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