You will need a belt.
This is the most important decision. I usually own belts for about 5 years before they become to stretched or ratty for daily use. I found trying to procure a nice leather belt online to be a very frustrating experience.
Etching your the belt you may wear everyday has several advantages- You already like it, and it is already stretched. I found that in the first month or so of wear my belts stretch as much as an eight of an inch (~3mm).
Color is an important consideration, as black etching on a black belt is hard to read.
For this iteration, I went with a Carhartt Brown Journeyman Belt because it seemed like it would be a stiff and sturdy ruler with a nice color for etching. It is not soft, so there is a comfort trade-off. I bought a size about 10" bigger than my waist so I would have a scrap to test on.
Non-leather belts have a high risk of containing PVC or other laser-unfriendly polymers that can damage your brain when etched. If you need to check if your belt has PVC, there is a really neat 'burnination' test done with a blowtorch and a piece of copper, outlined on Vimeo by Zach Hoeken.