Wacoms (which include Intuos) are the real expensive ones. They work really well but there are always other options. I've seen a lot of people start off with Wacom Bamboos and have heard they work well. Cheaper alternatives include Genuis tablets. But really, check out some cheaper ones first.
get a medium sized intos4 if on a tight budget if u can get fin aid for school (college or trade school) take a lil extra out for a intuos5 its well worth it. Larger surface means farther to go to draw in the corners of your screen great for drawing fro the wrist but i like my smallish tablets most of the time. The medium intuos5 is about the size of a Ipad2 or so so it also depends on desk space stick around that size if u dont like having the keyboard in your lap :-p
It mostly depends on your budget and use for it, really. To be very honest, there isn't much quality beyond the Wacom tablets. There are Cintiqs, which are used by professionals most of the time, but for the sake of your budget and starting off with some good practice, I recommend the Intuos series. Now they have the Intuos 5, and the size mostly depends on how often you'd paint. If you'd be painting and sketching on it for hours per day, you might want to get a larger size so your wrist won't hurt as much, but the size doesn't influence your final product very much. I have a medium one myself which I'm satisfied with, but I've seen great artists using the small one just fine. I haven't felt too much of a difference using my friend's smaller one, either. Also, if you find the Intuos 4, it'll impact your budget a lot less.