Unfortunately in this case I have to say: The más expensive the better. Cheap irons wont heat up properly and tu will never achieve a curl that lasts. Also they might be poorly manufactured and tear at your hair.The surface needs to be ceramic so your hair can actually slide on the iron rather than scraping on it.
Step 2: Choose the right Size
Now this is a bit of a tricky one. Basically there are two rules.
1) The longer your hair, the thicker it is the bigger your iron. 2) The smaller your iron the "bouncier" your curl....