Someone just asked me the pros and cons of nozzle sizes. I wrote this up in an email, but I may as well post it here. As always I welcome corrections.
On the nozzle, I'd look for a clone JHead with replaceable nozzles.
At $3.99 each for nozzles, get every size and try them out.
I'm using a 0.4mm now, that seems a good compromise. The narrower the nozzle the more tiny detail you can get. If you plan to do things like dollhouse furniture or small figurines or game pieces, that may be more important. It doesn't change the resolution but it changes the detail. That is, if you want a wall that's exactly 2.25mm wide, any nozzle can do that, the software just moves the head back 1/2 the extrusion diameter from the edge of the wall. But if you want to make a gear that has 0.75mm teeth, a 0.25mm nozzle will have a much better time of it than a 0.5mm nozzle will. You'll get a mess with the latter, maybe a useable gear out of the former.
The downside to smaller nozzles is increased backpressure will limit printing speed, it'll have to extrude many more linear centimeters of bead to cover the same number of square centimeters (because the bead is less wide), you won't be able to print as thick a layer with a narrower nozzle (because you need to squish down the layer flat for good bonding - a 0.25mm nozzle should not be printing layers thicker than about 0.2mm, but with a 0.5mm nozzle you can get away with 0.4mm layers - immediately twice as fast, assuming that 0.4mm layers are OK for what you're printing.
All of that meaning that a 0.3mm nozzle will probably take twice as long to print something as a 0.4mm nozzle, for bigger objects. For little stuff, it probably makes no difference in speed, and you'll get better accuracy with smaller nozzles.
Also, smaller nozzles are more prone to clogging if foreign stuff gets into the hotend.
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