It really depends on the type of boat and whether you have a transom hung rudder or not, and things like that. There's an excellent book on the subject by Bill Morris:
The Windvane Self-Steering Handbook. I'd recommend you read it before looking, so you don't get the wrong vane.
The problem I see with a lot of designs is that they mix materials and have serious corrosion problems as a result not too far down the line. For instance, the Voyager windvane that Valiente has pointed out has SS 316 tubing going into cast Aluminum fittings. This is generally a recipe for disaster, unless you hose the windvane off regularly with fresh water, or they've inserted a plastic galvanic isolation bushing of some sort.
The
Norvane windvane is made from all stainless steel, so it doesn't have as much of a risk of galvanic corrosion. The
Scanmar company makes three different windvane models—the Monitor, the AutoHelm and the Saye's Rig. The Monitor is all 316L stainless, the Saye's Rig is stainless and bronze, and the Autohelm is stainless for the rudder portion, and the separate airvane piece is aluminum.
Fleming also makes windvanes, which are all stainless steel in construction IIRC.
Cape Horn is the last windvane that I've worked with. While there are probably four or five manufacturers that I've missed, the ones I've mentioned, plus Voyager are the bulk of the companies in existence today making a proven windvane. I hope this helps.