A student-interpreter from the United States wrote to me the other day with a question about which stylus to use for handwritten consecutive notes on a tablet. Instead of keeping the information in our respective inboxes, I'll publish it here for everyone's benefit.
There is a huge variety of styli out there. To get started, I highly recommend this always-up-to-date article by The Verge. My advice is to invest a bit of money and avoid the cheap ones you get at every corner. So far, I have tried the following:
The Evernote Stylus by Jot. At over 70 USD, it's not cheap, but in my opinion it's one of the best out there. Note that it works best (only?) with Evernote's free Penultimate notetaking app. It connects to the iPad via Bluetooth - this way, the app knows to differentiate between the tip of the pen and your wrist and it will ignore input from the latter. It's not perfect, but it works quite well. Most other Jot styli are also pretty good, though you may find the plastic disc makes a bit of noise on the display.
The Cosmonaut Stylus from Studio Neat. This one is bold, much like a fat Sharpie marker - which makes it a joy to hold and use. It is much cheaper and works with any app or tablet.
53's Pencil, also a Bluetooth-enabled and works with the free Paper app by the same company. Very nice form factor, nice to hold, but the tip is bit too soft for my liking (it's more intended for artistic purposes). Great feature: the other end of the stylus works as an eraser in the Paper app (iPad only).
The Pogo styli are often recommended. Some of them connect, too, but work with several apps and devices.
Also make sure to read my blog post on taking consecutive notes with a tablet and stylus.