The ones I liked where an Everlast leather rope with weighted handles (gives the lower arms a bit of a workout too), an Everlast "Jolly" rope (the rope part is rubber - these turn really nicely, and the feel is better than a leather rope, imo) and a Title speed rope (a very light rope with plastic handles and rope - turns very fast).
The Jolly, or a similar medium wieght rubber rope would be a good choice to start with. As for technique, just practice, and don't try any fancy stuff at first.
Beginner's Guide
http://sportsmedicine.about.com/od/sampleworkouts/a/jump_rope.htm
It can be hard on your knees, so use decent cushioned trainers, or do your workout on a soft-ish surface.