If you just buy a cheap helmet with one lense, you want a #9 or #10. That's good for most welding jobs.
The only time I've had a problem with my auto darkening helmet (provided by USAF -- forget the manufacturer and model) is when I was instructing. Lots of on/off cycles when watching over students shoulders will give you a head ache by the end of the day! If you use it a lot for a day or two you might get a bit of a head ache -- especially "stitch welding" large seams.
You can cut down on the headaches closing your eyes momentarily (a bit longer than a quick blink) right as the shield changes from dark to light (and vice-versa), which almost defeats the purpose of buying one anyway! Hard to anticipate when the arc is going to light up though. It's still better than having to reach up and move the helmet or using the "nod" tehcnique to lower the helmet -- you never move your head so you're still "on target" when you start.
My theory is your eyes are more ready to adjust when you close them momentarily, it's not the sudden adjustment like when you strike the arc. Learned this in the desert mostly -- going from a nice shaded room into very bright desert light.