Which Harmonica?
There are a zillion (literally..) different 10 hole diatonic harmonica models to choose from, so how do you decide which to get?
There are two basic classes of diatonic harmonica: ones that basically work okay, and ones that don't. Here's the main thing--look for harmonica models that come in all keys, and not just one or two (typically C, or C and G).
Part of it is, as always, how much you want to spend--and price varies quite a bit. Here are some popular models.
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Hohner Marine Band
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Hohner Special 20
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Seydel 1847
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Hohner Crossover
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Lee Oskar Major Diatonic
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Hohner Golden Melody
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Hohner Big River
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Hohner Meisterklasse
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Suzuki ProMaster
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Custom Made or Modified
Comb Materials
One distinction in harmonica types is the material out of which the comb is made. Comb materials come in:
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Plastic
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e.g. Special 20, Lee Oskar, Golden Melody, Big River, ...
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Wood
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e.g. Hohner Marine Band
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Wood Composites
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e.g. Hohner Crossover
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Metal
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e.g. Hohner Meisterklasse, Suzuki ProMaster
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Some people believe certain tonal characteristics are associated with different comb materials, but there is little or no objective evidence to support that belief.
I have heard Big River harps made out of everything from light foam to lead to concrete to balsa wood to stainless steel, and any difference in tone due to the comb material is minimal at best. My advice is not to select a harmonica based on comb material with the idea that the material will have a "warm" or "mellow" or "bright" sound.
The purpose of the comb is to hold the reed plates and direct the air over the reeds. The most important characteristics are stability and geometric integrity--in other words, they need to be able to be manufactured accurately so that there are minimal air leaks between the comb and the reed plates.
Plastic works well for this. So does metal. Wood is more iffy in that there is much moisture involved in breathing through the harmonica, and wood can swell, crack or split.
That aside, the wood comb Marine Band is the most popular harmonica out there, and often chosen for that classic Chicago Blues sound. The Marine Band has slots in its covers, which contributes to its characteristic sound. Probably many people attribute the sound to the wood rather than the design of the covers.
The wood composite is a good material since it avoids the swelling problem. Plastic body harps with Marine Band reed plates and covers also exhibit the same characteristic sound--but are only available by Hohner. The Hohner Big River harmonica has slots in the covers similar to but smaller than those in the Marine Band.
Temperament
One of the main factors that determine whether a harmonica's tone is characterized as warm or bright is the tuning used. Equal temperament tunings, such as used on Lee Oskar harps, are typically described as brighter sounding than more justified tunings such as used on most Hohner harps. For more information about tunings and temperaments than you knew could exist, see Pat Missin's "Altered States" at http://www.users.globalnet.co.uk/~patm.
Recomendations
I recommend starting with a plastic body harmonica. Wood combs can swell and be rough on the lips, and tend to be less air tight and more difficult to play than plastic or metal comb harps. Here are my top 3 recommendations, in no particular order:
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Hohner Special 20 - Moderately priced, popular, and good. Just intonation is great for smoother chords.
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Lee Oskar Major Diatonic - Long lasting and consistent, moderately priced, with many special tunings. Equal temperament makes it ideal for melodic play.
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Hohner Crossover - My favorite, well set up, responsive, in tune, overblows out of the box. Just intonation. Expensive.
Eventually you'll probably want to try many of the different models to decide which you prefer. One approach is to buy different models for different keys, but remember that different keys have their own individual characteristics, so not all differences you notice may be attributable to the harmonica.
Also remember, all harps can be (are!) less-than-perfect out of the box, and all will sometimes break reeds (where they go flat), especially for students learning bends, or more advanced players learning overblows.
Many people find that Lee Oskars last longer than just about any other model, and I've personally never had one go bad. Many people prefer the sound of Hohner harmonicas, however, so you'll have to figure it out for yourself!
In my opinion, the better the player the less difference there is in the sound of the model of the harmonica. I don't know anyone who can listen to a CD and accurately tell you what model harmonica is being played based on its sound (but maybe can by just or equal temperament tuning).
Which Key Should I Get?
The correct answer is, of course, it depends on what music you want to play and what position you want to play in.
For blues, rock, and country you'll usually be playing with guitar players, who prefer sharp keys. Most of the time 2nd position (cross harp) will the be position of choice. Guitar players often play in the keys of G, D, E, and A, so for playing along in 2nd position the harmonica keys to get first are:
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C
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G
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A
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D
After that, the F harp is good for playing 2nd position C and 3rd position Gm. The last keys to get are Bb, Ab, Eb, Db, E, B, and F#/Gb. If you want to play horn parts, or play mostly with keyboard players, you'll be playing in flat keys more often, so you might want to get F, Bb, and Eb before A and D.