Get 'em with the 3/0 574 long shank hook in 1/8oz and they'll cover 90% of what you'll need them for. Get 3/16oz if you need to fish deeper than 12-15 feet or if it's real windy. Spotstickers are simple but deadly. Don't spend too much for whatever head you buy because you'll break off a bunch of these things.
Donnie and crew at Spotsticker are excellent to do bid'ness with too.
Fishinvol, I know how much you like ebay so let's see if I can add the link to some that I've used for a while and I really like. These have a little bend in the shank that keeps the worm in line and they're not too expensive because, like it's been said, you'll lose some pretty frequently. I use the black in 1/8 for about all the applications I use them for. They're really good. Just click on the finesse worm heads tab on the left of the screen. Another option I've seen people use are the Slider brand heads but these tend to be a little too pricey for my tastes.
Where are you ordering those from. They are like the bass pro ones I like to use and may be a better deal. I really prefer the football head with the corkscrew myself.