First of all, to address your question about if sex feels different with a condom. In my experience, the difference is barely felt.
I've always stuck to trojan. They seem to be the best for me.
They can range in price... You can buy them in packs of 3, 6, 12, or, in some cases 24, so the price is all based on that. You can easily look at condoms at your local pharmacy. They should be readily displayed.
As for different kinds: there are flavoured condoms, coloured condoms, ribbed condoms, female condoms etc. etc.
You can also probably get condoms for free from any health unit or, if you're in highschool, your school nurse should have them.