They come in a very large rage of styles types and sizes.Available in very many lingerie shops as well as some good clothes shops, department stores and online.
Weather its a hook and eye fastening or lace up make sure that when its done up correctly there is not to much skin being pressed out from any viable edges , sides ,back or sides.This will have an impact on the end result and the overall look of the outfit.
If the corset is to be worn as on outfit then maybe try it all on together in the store.That way you will know you made the correct choice.
If your buying the corset as a sexy lingerie item what is the look your after,hot and fiery ,sweet and innocent and so on.Depending on what your reason for the sexy buy will depend on your color choice.Dark colors such as blacks,deep reds and pinks can be very sexy and crunchy but also slimming in appearance.White and light colors are of course still very sexy,just a less in your face approach.
Sounds like lots o remember bu once you try on the first one it will all become easy to understand and your choice will be more pleasing.