High-sided is good, then (s)he can't see out and won't want to go wandering off so much. I got a cheap tub from IKEA and use that. It's big enough and high enough that we'll be able to use it for a couple of years at least and it only cost a couple of pounds.
I use a cement mixing tub with a piece of plywood covering 90% of the top. It's a little bigger than they need but I got it on sale for just a couple bucks and they seem to like it. Here's video of Gomez's soak. He often falls asleep in there: