I've never had one I didnt like. Buy the seconds grab bag and try a big bunch. Ive never had a problem with the seconds. I have some that Ive had for years with no problems. Typically I lose them or ruin them by leaving them in my yard for a month or hitting them with a lawn mower before I they wear out. I dont think Ive ever worn out a cob actually.
+1 on the Danish bits. They are decently well-made acrylic and they improve the feel of the pipe from "cheap toy" to "real pipe." I smoke a lot of cobs and my favorite combination is the "Washington" cob with a Danish bit. The Washingtons only come with the cheapo plastic bits, so you have to buy the Danish bits separately for about a buck a piece.
Another piece of advice on cobs: if I can, I like buying them locally rather than online because the thickness of the cobs varies. The variation seems to be more year-to-year than pipe-to-pipe. Guess it depends on the year's corn cob crop. I like the substantial feel of the thicker pipes, but the thinner ones are fine too. Can't really go wrong with a Missouri Meerschaum if you like cobs.