Start with where you will use it
On calls and in shared offices, sound matters most. Spirals, helix screws and flexi animals are close to silent. Clickers are satisfying precisely because they make a noise, so they suit a home desk better than an open-plan one.
If it will live in a pocket or on your keys, pick something small with no thin parts sticking out: a flexi keychain or a compact clicker.
Then think about what your hands do
If you click pens, try a clicker pad or a clicker keychain. If you roll things between your fingers, a spiral cone or helix gives the same motion with a smoother feel. If you bend paperclips or fold paper, a flexi animal gives you dozens of joints to work through.
One-handed or two
Flexi animals and clickers work in one hand while the other stays on the mouse. Spiral and helix fidgets are nicer with two. If you want something for reading or thinking, two-handed is fine; for something to use while you type and scroll, go one-handed.
What a fidget will and will not do
A fidget gives restless hands something harmless to do, and many people find that pleasant during long tasks. It is a desk toy, not a treatment: we do not claim it improves focus or relieves any condition.
A sensible first pick
If you are not sure, start with a flexi animal you like the look of. It is quiet, works in one hand, and looks good sitting on the desk when you are not holding it.