I'm a big fan of the offset firebox smokers. The ones that look like a grill, only with an extra box off of one side. Thing is, you can't go cheap on this version at all (This is from experience. I did go cheap. And until I upgraded, I didn't know how terrible, thin metal and small fireboxes were). For something decent, your looking at at least $400 or $500 (haven't shopped them in quite a while) Anyways, mainly it's because that's what I learned to cook on and I can get a good 4 hour burn without worrying at all about a temperature change. Also, I tend to do a lot of BBQ at one time, multiple whole shoulders, a dozen or so racks of ribs, and home made BBQ beans etc. so a lot of the other regular store bought smokers were useless for me.
If you are just starting out, plan on cooking for yourself and a few others and don't have a mentor who already knows his stuff, one of the gas or electric models is probably your best bet. IF you are trying to use wood and coal and have never messed around with BBQ before, it could take you quite a few rounds to get to a point where you start to get the hang of it.
I've never used a big green egg, but I'll tell you, looking at the design, it looks like it would be a real masterpiece if you weren't smoking for a large party. IT has all the elements you'd want in a good smoker. Especially the ability to really keep the heat in. In a decent offset firebox smoker, if you aren't willing to spend the cash on at least 1/8" steel, you'll spend most of your time trying to figure out how to keep your temperature constant. Then, there is tuning it. I used bricks and the gas ceramic charcoal to distribute the heat evenly throughout the cooking pit.
Anyways, sorry for the drawn out BS I tend to write. Personally, I'd go small to start. Gas or electric for ease. You'll find then, as I did, that the more you do it, the more you perfect your craft, the more people that start showing up to your parties. Then the more meat and space you'll need. Not everyone is cut out for it, so until you know, stay small. I'm sure one day you'll end up like me, 3 different home made sauces, beans from scratch and 50 people showing up when you tell 4 people you are going to BBQ this weekend.