If it is your first, buy small and cheap. A bullet or a small clitoral vibrator costs little, is not intimidating to look at, and teaches you what you actually respond to. Most people who start with an expensive toy find out they wanted a different kind entirely. Learn first, then spend.
Know which technology you are buying. A bullet buzzes, a wand rumbles, a pressure wave toy pulses air. These are not weak and strong versions of one thing, they feel different from each other. If a style has never worked for you, change technology rather than changing brands.
Rumbly beats buzzy for most people. Cheap motors run at a high frequency that feels sharp and numbs quickly. Better motors run lower and deeper, which stays interesting for much longer. When you pay more for a vibrator, this is mostly what you are paying for.
Rechargeable, not battery. Stronger, quieter, and the power holds steady instead of fading as the cells drain. Very little worth owning is still battery only.
Waterproof is worth it even if you never get in the shower. Fully waterproof means fully washable under a tap. A splash-resistant toy has a seam you cannot properly clean into, and that is the part that matters.
Quiet is a real spec, not a marketing word. If you share walls or live with people, look at what a toy is described as sounding like. A stronger motor is usually louder, and a toy under a blanket is far quieter than one in open air.
Anything going near anal use needs a flared base. A flare or a retrieval loop, every time, with no exceptions. A bullet with no base does not belong there. Vibrating plugs are built for it.