Anything works really - whatever your into. Some people prefer thongs/typical sexy lingerie, some prefer cotton shimapan panties, etc.
Buy 1 of each type (easy less then $5 for 1 from amazon), see what type(s) you like best and buy a multipack/more. Try different fabrics (cotton/synthetic/lace are the main)
One thing to avoid though is panties with like, not much material in the front - your dick and balls tend to fall out, and it doesnt look as good (IMO)
Another thing - i dont see a need to buy anything expensive/branded tbh, especially if you dont really know what you want.
Should also get matching socks & arm warmers, feels better then just panties alone.