If you had a Pro 1 or Pro 2 I'd suggest a Wacom tablet pen like the one the Galaxy Note 2 used BUT beware, there are different types of Wacom pens. Apparently their drawing tablets don't work with the ones used in computers/phones.
If you have a Surface 3, 3 Pro or 4 Pro there are not many makes of pen that will work with it, since it uses an N-Trig digitizer, which is not compatible with Wacom. The only alternative to the MS pens that I'm aware of is the HTC Scribe pen. I have one and it works well on my Surface 3. It has two buttons on the side, but (unlike the MS pens) no button on the top.
They pop up on Ebay for cheap often and if you can, spend a little more on the Surface 4 pen. Works much much better imo than the previous generation pen and even though you don't get all the benefits, the pencil just writes better and the eraser on the back is a nice touch.