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Your choice of harness depends mostly on your comfort and needs. I have a box full of various harnesses and have no preference or favorite. What I use depends on the climb. For vertical shaft work, I may choose a full body harness with connection points at the waist and chest to keep me upright. For that reason, full body harnesses are the preferred choice for arborists and window washers. For ladder, freestyle, or unknown climbs, I'll choose a basic climbing harness to allow me the range of motion that a full body harness may limit.
We over-prepare and carry more climbing gear than is often necessary. Partly for safety reasons, but mostly to avoid having to hike all the way back to our Jeep for something we should have been carrying anyway. Harnesses should have several equipment mounting loops around the waist. More equipment loops are better for us, but your preferences will vary.
Weight is an important factor and there are newer materials that are much lighter. We went with lighter harnesses, but found that we just went heavier with other pieces of gear. You need to find a comfortable balance between weight cost and benefit. Personally, I would much rather hike in a few more pounds of gear than have to hike all the way back to the Jeep when I need and don't have something.
Your first climbing harness will probably be the basic climbing harness which supports you at the waist, but mostly at your upper thighs. You'll pay less if you buy it online, but this is a piece you'll want to try on before you buy. Locally, REI has a nice selection and if you catch their sales, their prices aren't so bad.
Cost depends on the size, features, and materials. You can get a cheaper harness, but you'll sacrifice comfort. When we go underground, I almost always carry rope and wear a harness even if our plan is to stay single level. I do so in preparation of emergencies and once I get the gear on, it usually stays on until the end of the trip. For all day comfort, I prefer a well padded waist and wider, semi-rigid leg loops. Expect to pay $40 to several hundred for a new harness.
One more note on harnesses. If you have a wife, bring her with you and let her pick her own. Color is a big deal to them. They can have 50 pairs of black shoes, but get them a black harness and they stare at you with that tilted head puppy look.
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Advanced Exploration Equipment
Chapter 2: Climbing harnesses