If you're between sizes: size by your bust on anything with a fitted top. Bustiers and bra sets are fixed at the cup and band, while G-strings and garter belts have stretch to spare.
If you're shopping plus size: check the size list on each piece. Many styles run through 1X/2X and 3X/4X, and those combined sizes cover a range, so go by the size chart rather than the letter you usually buy.
If you're wearing it out: go for the rhinestone tops, thongs and fringe styles. They are cut to move and they read under lights, so they work at a rave or on stage as well as at home. Pair the open net styles with pasties.
If you're buying it as a gift: sets are the safe bet. Everything matches out of the box, and garter belts and stretch G-strings forgive a size guess far better than a structured bustier does.
If you love marabou: expect a little shedding the first few wears. Feather trim always drops some fluff early on. Give it a gentle shake before you put it on and it settles down.
If you want more coverage: start with the chemises and babydolls. Sheer mesh and lace still show plenty, but the silhouette skims the body instead of framing it.