Joe,
You can get a relatively cheap stylus via Amazon or a B&M retailer such as Best Buy. These usually have a rubber tip shaped like a ball half embedded in the shaft. Some people find them acceptable, many do not. They're largely fine for "pushing buttons", i.e. selecting an app on the screen or pushing the power button on the face of the iPad. Such styluses are less acceptable (to many people) for handwriting and sketching. That's because (a) they tend to obscure the precise contact point of the stylus on the screen and (b) the rubber tips tend to "drag" unpredictably when writing/sketching.
More expensive styluses use a variety of designs to overcome these problems. The iFaraday styluses (
iFaraday.com) use a conductive fabric over a substrate (soft to firm depending on the model) that largely eliminates drag. The tip is somewhat smaller than many of its competitors making it easier to see what you're writing. The Jot styluses from Adonit have a different design: a tiny ball tip with a transparent plastic "collar" that contacts the screen. This makes it even easier to identify the contact point. However, the Jot stylus also makes a clicking sound when it's placed on the screen that annoys some people and has a tendency depending on one's writing style to fail to register short strokes.
Then there's the question of the "feel" of a stylus. Some mimic the feel of a ball point or fountain pen. Others are more like small diameter "sticks." The Wacom stylus is like a very fat pencil.
Whatever stylus you choose, be prepared to apply the same advice you'd get if you asked how to get to Carnegie Hall...practice, practice, practice. You won't find a stylus that makes writing on the iPad identical to writing on a piece of paper. In fact, you won't find one that comes as close to that experience as a digital pen. Whatever stylus you choose, be prepared to invest some effort in learning how to use it.