I like to use good quality balloons because they are easier to work with and pop less often. I like the Qualatex® brand. I use the 260Q size balloons. You can purchase the balloons from some party good stores, costume or clown supply stores, or on the web. I googled balloon animal balloons and searched for the best price. I purchased the balloon pumps from the same source.
Be careful with balloons around small children, since they can be a choking hazard. (And please forgive our audio on this video!)