This is a hard question, and different for every agility learner.
Here are some questions you can ask yourself to help you choose what you want to buy, borrow, or practice in class.
Does my dog have difficulty with this? If so, why? Would more interaction with the obstacle help? If so, it might be beneficial to purchase one. If your dog has issues with wrapping jumps, it would probably benefit from at home practice. Weaves especially need to be practiced at home, in my experience.
Do I have room? Chances are, you can’t fit an entire dogwalk in your back yard. There are ways around that, using benches or a contact trainer to help your dog learn contact behavior, and steady footing on planks.
Is it something my dog enjoys? I think it’s a good idea to have an obstacle your dog absolutely adores on hand, to use as a reward, or just for a quick five minute practice pick me up. It’s a lot of fun to be able to go outside (or in the basement or barn or wherever) and do a five minute tunnel training day. The dogs get so excited!