The most comfortable ones out there are the high quality mats from Swain. The corresponding Zebra mats or Hatashita mats are almost identical (I think the latter two may be cheaper) but they are definitely the nicest mats I've grappled on.
After that, I actually prefer wrestling mats to other kinds, just because of the firmness and consistency. The danger with those is the tendency to twist ankles of you do stand-up striking (until you get used to them). This is because they are a little "sticky."
After that, go to the blue folding mats that everyone offers, or if you only plan on doing groundwork, get puzzle mats.
I use puzzle mats in my BJJ class because they are so inexpensive (4 for $20 or less...home depot), but we get out folding mats when we want to start standing up.
~TT