When I first started to use indicators, I just cut chunks out of old foam flip flops and poke a hole with a big hook, then thread it onto my leader and use a blood knot with 1mm tag ends sticking out to hold it in place. Now I use the kind that are pre-made orange or yellow foam with a rubber band thing in the middle which you twist a couple times around your line. They fly off every now and then so I've started to go with coarkies that salmon and steelhead fishermen use when tossing lead and dink floats. Just thread it on your line and use a piece of stick or a toothpick to wedge it at the desired depth, or use the blood knot tags to stop it from slipping down too far.
go into a fly shop and check out the selection of strike indicators. I personally use the break away style because i never know if im going to be fishing a 6 foot depth or over 20 feet so these work perfect.
when i started using them though i used the football shaped Thill brand ones with the wooden stick (basically a corkie style) and they cast very well. If i was to go with a football ish shaped one i would probably by the foam Fishpimp ones now because they have great reviews. I plan on buying a bunch of these for river fishing nymphs.
I pretty much just use the Rowley style quick release indicators...seems to sell for around $0.99/ea these days. I also buy a few extra plastic pegs because if a fish breaks me off, I can often recover the bobber, but the little peg sinks to the bottom of the lake.
Buy a couple of different sizes...I have a larger one for general chironamid fishing from roughly 14' to 30'+ using a large swivel with it...but for fishing shallow, I have a small indicator that I use. I use the smaller ones when fishing shallow so the indicator is not as obvious, and it's also much more sensitive to takes...i.e. it will dip under more readily on subtle takes. Take it for what it's worth.