As I tend to get really into things for a few years and then lose interest, I've been tentative in my belly dance investments. I went through all of the library's DVDs before I bought some of my own, and started with some cheaper props and accessories first. So far, though, my interest has kept growing. (I tried to take photos of all the props I describe below, but the lighting wasn't very good and I didn't like the results; there are still a few photos at the end.)
My very first belly dance prop was a veil. It was a solid-coloured piece of chiffon from Jo-Ann Fabrics, unhemmed. Eventually I bought several colours of chiffon and trimmed some of them to different lengths, from two to four yards. There are so many types of veils, from colour and length to shape and material, that you could have quite the collection. (The variety and temptation is similar with hip scarves.)
Next came zills (finger cymbals), which are worn on the thumb and middle finger on each hand and are musical instruments in their own right. The zills felt rather heavy when I first wore them, but now I hardly notice the added weight. I've become decent at playing various patterns and sounds with the zills, but putting them together with dance steps has been extremely challenging and I sometimes get frustrated.
I ordered a pair of silver Isis wings after reading one of the library's books on belly dance. The wings attach at your neck with a collar; each wing end has a rod that makes it easier to control the massive amount of fabric. I can't practise with these indoors as there's simply not enough open space in our house.
A set of fan veils followed the wings. Fan veils are made of a fan with a veil trailing from the ends; mine lighten from black to white and the veil part is silk. After discovering how different silk feels and moves from chiffon, I was sold and ordered a (non-fan) silk veil. I think these are my favourite prop from the 'pretty material to wave around' category.
My latest purchase was a sword. It's specifically designed for belly dance, so the edges are dull and it's well-balanced. At 21", it's on the shorter end, but was heavier than I expected. Swords in belly dance are often balanced on your head to show your skill in isolation and coordination. I've heard of candelabras and tea sets, as well as baskets and jars, also being used this way, but a sword feels (oddly) much safer. (I should mention that a dancer wearing a candelabra is a wedding tradition in Egypt.)
As far as I know, the main props I haven't tried are a cane, or stick, and a snake. Canes to me are associated with jazz dance, not belly dance -- I think of the black top hat and cane in something like Fosse. Nevertheless, canes are actually one of the original Middle Eastern props. As for a snake, I love reptiles, but can't imagine having one, or any other animal, on me while I dance. If I had tried to dance with my iguana, I think he'd either be totally uncooperative or sit on my head with his claws digging in to my skull. Also, according to Wikipedia, fear of snakes is one of the most common phobias, even more than fear of spiders. (Snakes are probably my favourite animals after lizards, but perhaps that's a luxury of living where there are no venomous snakes and the biggest ones to be found aren't very wide.)
I recently went to my first-ever live belly dance performance, which was amazing. Even though all the belly dancers were from the tribal style, there was a great variety in costuming and dancing. The most common props were veils and fans (just fans, not fan veils). One of the troupes did use swords (of all different shapes and sizes), and the American tribal troupe, which was very impressive, used zills.
However, as one of my teachers told me, props can add excitement and variety to your dance, but they are not a substitute for strong dance technique. In other words, props can enhance your dance, but they should not replace it. When I practise at home, which can last from 15 minutes to two hours, I usually start with warm-ups and isolation drills. During the middle of the session, I'll sometimes pick one or two props to work with. (To do them all would be overwhelming). I usually end with free dance before cooling down and doing some ending stretches. Zills I sometimes practise separately. Even when I'm walking at work, I sometimes play invisible zills and count the rhythms in my head. So far, the only prop I've used in outside dance classes is the veil.
As far as dancing with props to specific songs, I've found some songs will bring to mind a certain prop while others I prefer to go propless. Isis wings and swords are usually used with slower music, but I have relatively few slow-paced songs in my belly dance folder. Zills I usually don't use except with Middle Eastern or Middle Eastern inspired music.
Though I feel I've made progress practising on my own - Rachel Brice's Arms and Isolations DVDs are my current go-to starting points, plus a few dancers on YouTube - I haven't been as dedicated about going to classes recently. I've tried both tribal fusion classes in my area, and they have different things going for them; one is challenging and I feel would teach me more technique, but the other has such a positive and engaging environment. I decided when I started classes I would take no more than one a week, both for time and money; in this case, both classes are at the same day and time! There is one American tribal class in the area and I'd like to try it, but I feel I might want to commit to it and I'm already committed to going back to my fall class, even though tribal appeals to me much more right now than Egyptian or cabaret style. Still, I've been belly dancing less than two years -- I have a lot to learn and more years to do it in!( Some photos under the cut. )