I second Lisa's suggestion to start with the cheaper ones if you don't know which ones you want. It makes it easier to switch and toss out strings that still have life in them if you don't like them. :D

I've never been much of an acoustic player, so I've never really had a preference for acoustic strings. I recently bought an acoustic that came with a set of D'Addario EXPs, and I hated them, but I kind of felt bad about changing and throwing out a set of $13 strings. I wouldn't have felt so bad about it if it had been a $4 or $5 set.

I've used Ernie Ball Super Slinkys (.09-.42) on my electrics for years, so I decided to go with the acoustic version of that (which is, I believe .11-.51), and I've been happy with them so far. They run about $5.50 per set. I may eventually experiment with some more coated strings, but the D'Addario's felt uncomfortable to me, kind of like I was trying to play with cables instead of strings -- it could very well have had as much to do with the fact that they were slightly heavier (.12-.53) as than the coating, though.