Your first decision is whether you would like permanent or semi-permanent dreads.
Almost always made with real hair for comfort, permanent dreads are made to last. They can be undone at a later date but this is a long process typically taking more than one day. (Please note that permanent dreads can either be just your own hair dreaded, or can be hair extensions dreaded and then added to your own hair)
Usually made with synthetic hair which is then woven into your own hair. Can be harder to sleep on due to the rougher feel. However, they are a lot cheaper than real hair extensions. Semi-permanent dreads are good if you are unsure whether dreads are for you! You can try them and remove them relatively easily if you change your mind.