Where? hobbysearch, amiami are most popular I'd think, there's a ton of other places.
The more expensive ones are extremely detailed and beautiful, their cheaper counterparts are usually mediocre to atrocious.
Popular ones are usually anyone series with a fan fan following, I don't think there's any one best figure. It depends on what you like for a figure.
What I have? I'm a major geek, so I don't want to say here.
I'm guessing you are recently getting into collecting, or just interested?