Stay away from the supper cheap no-brands. Most of them have rubber tips, and while you can tap with them it's almost impossible to drag. Pretty much anything that says it will work with the iPad is ok.
I've got a Pogo Sketch, and I hear Griffin makes good one.
The improvement in text and drawing is moderate. A capacitive screen senses a kind of area effect, so you can only shrink the stylus tip so far before it stops working well. That means most styli will give you the equivalent of a kids finger tip, and that's about it.
If you are doing drawings it is a bit more help, since it allows you to use motions similar to a pen or pencil. This is offset by the fact you can't rest your hand on the device the way you can on a paper pad.
If you absolutely must have one, make sure it's a legitimate capacitive one. You don't wanna damage your
DX screen.
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