What are you trying to make?
Different projects need different needles. To knit 'in the round' (e.g. for socks or Fair Isle) you'll need DPNs (double pointed needles) or circular needles. To knit your item 'flat' you will need a pair of single point needles or you can use circular needles and knit back and forth.
Straights, or single point needles, are what many of us learn on. Perfect if you like to tuck your needle under your arm or on your hip. They are easy to manipulate and come in a wide range of materials and budgets.
Circular needles are not only great for knitting in the round, they're also useful if you're knitting large heavy items, as the weight is more central and you can fit a larger number of stitches. They're also handy for commuter knitting.
DPNs are really good for cabled sock patterns as you can arrange each repeat on a needle or hold the heel or instep stitches separately. And they look really impressive.