You've asked for a lot of information. I might as well say that I really got frustrated with the battery life on the only cigarette sized kit that I ever had. So, keep that in mind as you read this.
I think starting out, the first thing you need to do is find a juice and nic level that work for you and learn to use the device. So, I'm not going to recommend anything too exotic. I'll also say that I'm allergic to automatic batteries. I recommend that whatever you get, get something with a button to activate the batter instead. Also keep in mind that these batteries can't be recharged forever. So, you will have to replace them every few months.
Cigarette size options
The one thing all of these have in common is short battery life. It's maybe 3 hours, if you're lucky. So, you either have to be around a plug all the time, carry a bunch of batteries, or get a PCC. A PCC (Personal Charging Case) is a case like a cigarette case that you charge and it can charge your spent PV batteries. In this category, the only options I would recommend are the KR808D1 and the Joye 510.
The KR808D1s are generally considered simpler to use mainly because there aren't a lot of options for them and they come with pre-filled cartomizers (cartos). You just screw one on and vape. However, you really need to get some juice and refill them to save money. I should mention one particular 808 that has a pretty devoted folowing. That's the Bloog Max Fusion which is a little bigger around than most and has better battery electronics. It's so popular availability can be an issue. If you go with an 808, you might want to get a 901 atomizer and a drip tip to sample juices before filling a carto.
The usual Joye 510 comes with an atomizer and cartridges (carts). I'm not a big fan of carts. However, you can get cartos for these too and some kits come that way. So, these can be the same as the 808s to use. It seems like the industry has chosen the 510 thread for just about everything new. So, there are a bewildering array of options with this thread type. Some of these options like LR (Low Resistance) attys aren't appropriate for the smaller batteries. So, don't go below 2 ohm and if you have any doubts ask on here. If you choose to use the 510 with cartos, get a 510 atty and a drip tip to sample juice.
The big bats
There are big bats for the 808 but, unless you already have a bunch of 808 stuff, there's no reason to get them. The main players in this category are the eGo and Riva. The Riva is really a high quality knock off of the eGo. Some say it's better. Hands down, I'll say go with a big bat. The battery life will be at least 6 hours and for most people it's significantly longer. They aren't all that big. They are about the size of a Sharpie.
One mod I will mention here is the e-power. It's styled like the eGo, a little bigger around but, it uses generic 14500 batteries that are a lot cheaper to replace. If you live in a city of any size, you can probably buy them locally. However, because it's a little bigger some of the attachments for the eGo like the new Turbine Tank won't work on it. Those are in the minority though.
What new people don't think about
All of this stuff can malfunction and you can't just run up to Wal-Mart and get another one. You need to keep plenty of juice on hand. However, depending on what you use, you need to keep extra atomizers (attys), cartos, batteries, and battery chargers around as well. It's best to have a backup for whatever you're using even if it's not your favorite.
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