There were loads of the CD-spindles about at Woolfest - maybe one of the stands was selling them?
When I wanted to start drop-spindling, I bought one of the Ashford spindles, which are only a few pounds, just to see whether I would be able to do it and would enjoy doing it. Once I knew I could, and wanted to, and was passed the dropping it every 30 seconds stage, I bought a lovely, more expensive spindle, one which just spins forever and is a delight to use. I only use the Ashford one now to show beginners, or occasionally to sample a bit of yarn I've spun.
The thing about spindling vs a wheel is to use the spindle when you can't use a wheel. You get very little yarn in 10 minutes, but over time you build up yarn you wouldn't have had if you hadn't had your spindle. A friend of mine spindles as she walks about the village... she says she can't spindle on the way to see her sheep, as she's carrying cake for them, but she spindles on the way back, with the empty feed sack folded up in her pocket.