Unless you are, or have just bought a pool table it is not important to buy a cue straight away. There are so many different styles of cue on the market, and every player has a preference. Whilst it looks good to turn up at the hall with your own cue, what you can do on the table is far more important.
If you play on halls, clubs or bars use the cues that are provided with the tables and go for as many different styles as possible. Ask other players if you can try their cues, most will allow this if you explain you are trying to decide which style to go for. Every pool player has been a beginner at some point after all.
If you have bought a table for home, then you have to make the decision now. Depending on how much funds available you may want to by more than one cue, and it is worth purchasing a rest (mechanical bridge) at the same time. Consider the space at home, is a shot where the white is against a cushion going to be tricky because of the distance to the walls. If so purchase a short cue for these shots, (most English pubs have one because the pubs were built before pool tables were invented). Consider your guests also, If you prefer to play with an unusually heavy or wide cue, or alternatively an unusually narrow of light cue, buy a middle of the road one as well.
If you will only ever use the cue at home, one piece cues are to be preferred as they are more stable, however if you want to take the cue with you to play elsewhere, a two piece cue is needed as this will unscrew and fit nicely into a case. Don't buy a nice cue and carry it around without a case as it will get ruined in no time at all.
Although the prices make it tempting to buy a cue on-line, until you know exactly what you are looking for, go to a sports shop first. At least then you can get a feel for the weight and size. Don't be afraid to adopt your pool stance in the shop and see how the cue feels. Allow plenty of time for this shopping trip as many retailers have over 100 different cues to choose from and it may take a while to find the one which is perfect for you.