Throwing is almost as fun as shooting, IMO... the satisfying THUNK of a hatchet burying itself into a log round is a great experience. Personally, I throw mostly in my basement using ~9in Skyhawk and Rigid throwers from about 25ft. Though I've got everything from large customs (my prize being a Moeller Frontiersman- never thrown), hatchets, stars, spikes, cards, darts, eBay junk, and so on. My recommendations:
1. If you're casual about it, buy some cheap but large (>8") production knives to practice with (you'll quickly get addicted AND more skilled)... such as Dragons, Skyhawks, Rigids, Blazing Arrows, etc.
2. If you're really casual about it (ie, not willing to learn how to throw) get some stars.
3. If you're serious, do some research and buy a set of customs (only cost slightly more, but the performance and durability are often much better).
4. Lay off the light and small eBay-type crap (I bought the stuff out of addiction) because they're more difficult to throw (not impossible, though) and actually more dangerous because fast ricochets are more common and the small stuff is often unnecessarily razor sharp.
5. Finally, be sure to visit the follow sites so you know what you're doing and don't get frustrated... HAVE FUN!
THROWER Page
http://www.sonic.net/~quine/thrower.html
The BEST website on all things thrown
Thrower Group
http://groups.yahoo.com/group/thrower
Main gathering of some of the best throwers in the US, as well as several custom bladesmiths