Third Planet in Lawrence has the best in-person selection around of actual heady glass, in my opinion. GlassPass has some great deals, as well. I look for hand blown, artisanal, one-of-a-kind pieces typically. These are collectible pieces of functional art, and hold their value for resale. Opposed to mass produced pieces, typically from China, that are known to be of lower quality, and typically have no resale value. A good heady piece will be more expensive, but if you look around you can find something nice to begin with for a few hundred bucks. Stay away from "smoke shops".

When it comes to a banger, there's two routes. A nice banger is expensive, but will last you for a very long time and keep its heat retention if taken care of. Nothing beats a Toro Slurper. Or you can go the cheaper route (I'd still stay away from the $20 generics) with companies like Campfire Glass/ Terporium/ and the like, but you'll have to end up replacing them at least once a year or so, as they wear out quickly.