Your first nozzle is most likely the brass nozzle that came with the printer. There are several other nozzle types available. How do you choose which to use and when?
What Filament Are You Using
To answer the question of what nozzle to use, you need to first figure out what filament you are using. Some filaments are more abrasive than others and can quickly wear down a nozzle. This can cause poor print quality and take extra time and cost to troubleshoot and replace parts.
Brass Nozzle - None Abrasive Filaments
Most of you reading this will be using PLA or PLA+. In this case, you could continue to use a brass nozzle. ABS and PETG are also common filaments and are not abrasive and can use the brass nozzle. Brass nozzles are cheap and easily found, and you can purchase them in bulk. Having extras handy and ready to swap will allow you to quickly continue printing in the event of a clog or worn nozzle.
If your 3D Printer is often running 24x7, you may expect a brass nozzle to last about 30 days. If you are an occasional printer, a brass nozzle should last you about 3 to 6 months. You could wait to change the nozzle until you are experiencing a change in the print quality.
Steel Nozzle - Abrasive Filaments
When printing with glow-in-the-dark, wood, carbon fiber, or other abrasive filaments, you will need a nozzle that will hold up better than the soft brass nozzle. A steel nozzle can hold up to the abrasive filaments and will help produce quality prints.
TIP You may need to increase your hot-end temperature when using this
TIP You may need to tune PID when replacing a brass nozzle with something different
Other Nozzles Available
There are several other types of nozzles available, each with its own different properties and reasons to have them. I have listed some below.
Hardened Steel
Great for abrasive filaments, hardened steel is a step up from normal steel nozzles
Olsson Ruby Nozzle
These ruby nozzles are billed as being extremely ware resistant, but they come at a hefty price and most reviews I have read say that a hardened steel nozzle will work just as well.
Nozzle X
Users that purchase Nozzle X say that it will outlast their printer. It's a set and forget nozzle that is highly ware resistant, so printing with PLA or ABS wouldn't require changing the nozzle out nearly as often, and with abrasive filaments, it will last longer than even hardened steel. The cost is certainly higher than a brass nozzle, but nowhere near what the Olsson Ruby costs.
If You Replace Your Nozzle
Keep in mind that when you change your nozzle, you may need to relevel your bed or reset your Z offset as the nozzle you put in maybe slightly shorter or taller than the previous nozzle. If the difference is significant enough, it could plow into your print bed causing damage.
I hope you found this information useful! Happy printing!