Hey there! I got my shelves off of Overstock.com:
It all depends on what your preferred style and budget are, but there were many choices on the website. The one I have comes in different colors. I also like how the shelves are offset on each level so you get a bit of support in the middle which should eliminate any sagging. My shelves are not adjustable though, which is a big selling point of the Ikea Billy Shelves. My shelves are 13'' tall, which is the reason my Sixth Gun Deluxe is on its side...the book is 13.1'', you wouldn't believe how close it is to almost fitting!
Mine are very sturdy and the unit can even be put on its side. The website I bought it from had a picture with it on its side and records and books in it. If I were into albums or had a fish tank or something I'd probably consider going horizontal! The shelves are also very deep and it's open at the back, so very long books can be used, as well as appliances if cords need to come out the back.
If I were to do it over again, I'd get one with either very tall shelves, adjustable shelves, or where it's open at the top and I can put my largest books up there.