I would wait on the expensive whistle only because each one has it’s own sound and feel. For example, lots of people like Burkes, but they just don’t do it for me. Now on the other hand, I couldn’t live without my Hudson or my Thornton. You might want to try out a couple cheap whistles to see what you like then spend the money on one that’s right for you. If you don’t want to start with a really cheap whistle, then I would go for the Mellow Dog.
BTW, there’s a Thornton on eBay.
Most people talk about low and high end whistles, but it seems to me there are low, middle and high cost whistles.
The low cost whistles run from about 6 to 15 dollars or the equivalent. (Some shops charge way too much for these. Be on alert.) Generations, Feadogs, Clarkes, Waltons and Oaks are in this category. Great values here, but I find you often have to do a little something to make these work. Sometimes you have to clean a little extra plastic “flash” from the inside or need to fill in the empty space under the airway. Occasionally you will get one that you can’t fix, but it’s not common. Dale has an overview of these on the Chiff & Fipple home page. If you start out with a whistle in this range, consider buying two or more brands. You are bound to like one much more than the other.
The middle range whistles are twice the cost of a cheapie or a little more. In turn, you get better consistency and – hopefully – other improvements in sound or playing characteristics. (Not that you can’t make a cheap whistle sound great.) Whistle brands to investigate in this range include Hoover, Dixon, Freeman, Susato and Everywhistle. (I’m sure I am forgetting some good whistles that also fall here.) I think this is not a bad place for a beginner to start if you are only buying one whistle. Especially if you don’t have an experienced player around to help you find a good cheap whistle. Read the reviews, however. Each one of these has unique strong points.
As for the high end whistles, I recommend you put these off until you know the whistle characteristics you really need. Unless you have lots of money. Then you should buy everything and sell us the ones you don’t like! 