As fas as cones, I would start with good brass set. There are other composite material cones like BDR, Polycrystal, DH Labs etc but I would start with good brass like Mapleshade and then experiment. (my composite cones are currently setting in a drawer) Mapleshade brass cones come in 3 basic sizes and performance levels, prices:
-surefoot $38 set of 3
-heavyfoot $65 set of 3
-ultimate triplepoint $110
I like to have several sets of different type cones available to experiment with, get them used here if possible.