Ok, if you've come to this page, you probably want to learn to CJ(or find grammar mistakes on my page). The first thing that you need is of course a ball. There are a lot of balls that work well for contact juggling. This list is in order of quality(worst to best).
Tennis Ball - Not too bad, it's a little too light though.
Baseball - Better than a tennis ball
Lacrosse Ball - I haven't tried these yet but they are supposed to work OK.
Glass Ball - Too heavy, hard on the hands(so I've heard), and fragile.
Silicone Ball - These feel almost as good as acrylics. They are more expensive, but also are GREAT for toss and bounce juggling as well.
Acrylic Ball - The best CJ ball because they're basically made for it, perfect weight, transparent(crystal-looking), and oh-so-smooth.
For a more detailed description of different ball types and their vendors, see Ball Types and Vendors.
Acrylics range from about $8 up to $49. Here is a general price list and suggestions for use.
2" Acrylic - $8, Good for toss/CJ combos, too small for spins and rolls usually
2.5" Acrylic - $15, Good for palmspins and rolls, The "standard" size.
3" Acrylic - $24, My favorite size, perfect weight, good for ball rolling and palmspins look good too
4" Acrylic - $49, Don't ask me, too expensive, too heavy, probably body rolls like a dream though.
Those prices are from Renegade(except the 4"). Shipping is about five bucks. If you get acrylics, you'll probably also want some Novus #1. It's a kind of plastic cleaner(DON'T USE WINDEX!). Novus #1 leaves an invisible film on the ball which feels cool and it cleans the surface. A bottle is about $2.50. Try www.novus.com. Acrylics are practically indestructible but very easy to scratch.
To actually learn to CJ, go to my tutorial: Part #1