Which Piccolo is best for me?

Go browse at www.fluteworld.com. You probably will end up buying there, too - the Big Box places like Musicians Friend sell garbage. Figure in the area of $700 or so for a decent student piccolo. Do NOT get all metal, or even half metal, half plastic - you will bleed from the ears, and so will everyone around you. Get ALL-resin (plastic) - the sound is sweeter, and will work well indoors OR outdoors. If you are going to be playing in humid climates, or marching outside (possible drizzle?) then get a a Guo New Voice - these have totally waterproof pads. People buy a throw-away picc for marching - it gets wet - and they end up spending multiple of its purchase price to get it repadded - over and over! If you want to move on, you can always sell this to a student who need a picc for marching - so stick with a conservative color, even though you can get this in some WILD colors.

Jupiter 305S and Gemeinhardt 4P are the only 2 others in that range - and the Jupiter beats the heck out of the Gemmie. Just NEVER buy some piece of garbage off eBay - unless you want to make a lamp out of it.