Most music for whistles is written for a "C" or "D" (not low D, the regular one, about 10" long) whistle, and more for "D" than "C".In general, the thicker the walls of the whistle the more octaves you can get out of it. My fave is my feadogh (sp?) which I got at Lark in the Morning. The chrome ones with the bright plastic mouthpieces (I forget the brand name) are also very good. Personally, I don't like the Clarkes with the wooden fipple plugs (heretic, I know).
You can pay hundreds of dollars for a REALLY good whistle, but for a starter you needn't.
Hope this helps.
Alex