When buying a set of darts, the most important factor is to find darts that feel good in your hands - and then practice, practice, practice!
When shopping for darts, there are several things you should be looking for, all of them relating to the different components of a dart.
Darts come with two different types of barrels - tungsten and brass.
Tungsten darts are more expensive, but comes with more possible features like free-flow dart tips or fixed tips. Tungsten darts also have a number of different grip holds on the barrel, and the barrels are also not as big and bulky.
Brass darts are less expensive and can be picked up for around $20 a set. However, you cannot get the free-flow tip option and the barrel grip pattern is pretty much standard.
Darts can be bought with two different types of tips - free-flow or fixed.
Free-flow tips are more expensive to begin with, but if you bend a tip or just need to replace the tips you don't have to buy a whole new set. Just unscrew the shaft or front bolt and then replace the damaged tip.
Fixed tips are less expensive and are less distracting when throwing because they cannot move around inside the barrel. Dart shafts can have a wide range of looks and feels. Shafts can be made of plastic, nylon or aluminum, with or without removable heads. Shafts can be small, medium or large in length.
Shafts weigh about the same no matter what they are made of. Aluminum shafts can have a number of cool looks like spidered, solid or pin.
Try out a number of different shaft varieties to find one that suits you. And remember that removable heads tend to rattle a lot once they have been changed a few times.
Dart flights are the feathery 'wings' on the shaft and come in cloth or plastic. Flights are available in a variety of shapes - such as teardrop, fintail, hearts, axis, standards, etc. - with any number of different designs on them.
I would suggest that no matter which flights you choose, you should pick up tip protectors. Tip protectors are just small pieces of metal that go on the tip of your flights, so that if you hit your flight with another dart you don't split them.
When buying a set of darts I would suggest that you start with a 22, 24 or 26 gram version. If you find that these are too light, you can always add more weight with a small piece of metal called an addagram.
Addagrams screw on to the barrel and the shaft screws into the addagram. They are designed to be a "quick fix," so if you find that you like the extra weight, you can buy new darts at the weight that you like.
Dart Cases - Most dart sets come with vinyl cases. I would suggest that if you can find one that you go with a plastic case that does not require you to remove your fights. Your fights will last longer and look better.