Hi Sandra. Buy whatever takes your fancy and suits your soil/aspect. Garden centres usually have an alpine section, with lots to choose from. Just bear in mind that most alpines prefer free-draining soil.

How big is the rockery (assuming that's what you want the plants for) and is it in full sun? A photo would be useful.... and Bulbaholic is the alpine specialist on here, he'll find this question at some point, but if you could add a photo, that would help with answering.