First decide where it will be used, because a classroom or office demands something quiet and discreet, while a playroom or bedroom can handle a toy that pops and clicks without anyone complaining. A worry stone that rolls silently in a pocket works in a meeting; a pop tube does not.
Consider the user's age and needs next. Textured worry stones suit small hands and sensory needs where the goal is calm, repetitive rubbing, while connectable tubes lean toward play and light STEM learning, letting a kid build shapes and letters while they fidget. Think about durability and materials too, especially BPA and lead-free plastics, since younger kids will inevitably put things in their mouths.
Set a budget honestly, because this category ranges from a few dollars to well over a hundred, and the most expensive option is really a desk decor piece as much as a fidget toy. Finally, match the form to the actual fidget style the person craves, whether that is rubbing, popping, stretching, or the more skill-based manipulation an adult desk set is built around.