An afghan...so you want something really soft on the skin, sturdy to stand up to use and machine washing, right? And what's your budget?
The thing is, it's pretty easy to winnow down your choices if you know the answers to all those questions.
1) What gauge do you want? Let's say you've decided on worsted.
2) What color of worsted? Narrow it down to the brand(s) that have the color you want.
3) Which of the properly colored worsteds feels the nicest to your skin,will wear well, and will wash up properly?
4) Which of those worsteds fits your budget?
By now, you'll probably have gotten it down to at least 3 or less choices, and it's pretty easy to choose between two or three, right?
Mind you, if you go out on the Web to look, it may take a bit longer, as more will match your requirements, but it's essentially the same thing. If your choices feel overwhelming, start getting pickier and fussier about your colors and fibers, and that'll start limiting your options even more.
Most importantly, have fun! Picking out your yarns is supposed to be part of the most fun bits of knitting. How you make these choices is part of what makes the project really yours and like no other knitter's!