They're pretty standard things which don't cost very much. Any will do the job, what you're paying for I suppose depends on the casing (whether its sturdy metal or plastic) the brand name, stuff like that. Some of them have a reverb button on them as well so you can turn that on and off too. I got a Marshall one for about $40, but I think I got ripped off (I had to have one that day for a gig and there's only one music store in town).

Some of them might be amp specific though (ie., you can only use a Marshall selector with a Marshall amp), but I'm not sure about that.