I personally like to wear the Holy Trainer cage.
Check out the website which gives you a guide to getting the correct size and they have lots of choices of colours too.
We've tried some of the Chinese knock-off cages but the quality is rubbish.
If you are locking it up for long periods then you need to make sure you let it out to give your cock (and cage) a good clean.
The metal cages can be quite heavy but there are some really cool designs to go for.
Start by wearing it for a day, then a week, then a month... have fun