The two things to consider when choosing your footbag are: the type of filling; and the number of panels.
If the name of the item includes "footbag," then it is filled with small plastic pellets, which have been the traditional material used for years. Pellet-filled bags bounce off the foot very responsively, and deform less when kicked.
If the name includes "dirtbag," then the bag is filled with grains of sand. Sand-filled bags make stalls (catching the bag and stopping it on the foot or elsewhere) much easier, but take a little more energy to pop into the air. It is also normal that with use, grains of sand gradually exit the bag, but can be replaced. The higher the number of panels on a footbag, the rounder the shape will be, and the more consistently the bag will bounce off of the foot. Some visually amazing patterns are being produced now with very high numbers of panels!