First of all, I recommend you read this thread: [GUIDE] How to buy a Hardware Wallet the right way
The point is that it has already happened that people bought hardware wallet and their home address has leaked onto the internet. This may be of concern, hence you may want to take some precautions.

Now about the preferences, I do have a Nano S and I'm happy with it. It was not that expensive and it does the job well. And it looks somewhat close to an USB stick.
I use the HW with (verified) Electrum and seldom with Mycelium. Imho Ledger live is crap as wallet.