Filament for 3D printing comes in two types, PLA and ABS. PLA requires less heat to melt on your 3D printer, whereas ABS requires a more regulated printing temperature. Most printers can print in both materials, although ABS might benefit from having a plastic enclosure around your printer to keep in the heat.
We print using PLA filament, and usually the cheapest we can find on Amazon! 1kg of filament can be found for under $20 USD, and is often enough to cover an entire table in terrain. PLA does not usually require any post-printing finish, and you should be able to move right on to undercoating.