Different sex toys for couples suit different types of intimacy. A couples vibrator is designed to be used together, while a cock ring can provide a different type of stimulation and work both for shared pleasure and on its own. A sex toy set or a more playful game might suit those of you who want to explore something new together.
If you're unsure what suits you best, start with something that feels safe and playful for both of you. The most important thing is not to choose the most advanced, but something that feels natural to explore together.