Whatever feels good for you! Personally, I prefer a bent pipe. So much so that I only have one straight pipe that I'll smoke!
Missouri Meerschaum usually has a pretty good deal at their site -
10 "seconds" for 30 bucks. I bought one once and was very happy with it.
Here's a shot of my favorite corn cob - it was a little over the typical 5 bucks for a cheapie cob though! But still very inexpensive for a pipe and smokes great.