The best and safest thing to use is a real, medical-type urethral sound. They are not cheap. But you don't have to buy a whole set of them. They come in various sizes, and several different styles (some are curved, and some are straight, etc.) They are made out of stainless steel.
The first one you try should be a straight one with a diameter that will fit comfortably into the opening of your urethra. It's a good idea to use a lubricant like KY. After you get used to it, then you will be in a better position to experiment with other types of sounds.
There are a number of internet mail order businesses that sell sounds. Chase Union is one.
As long as you practice reasonable precautions regarding cleanliness, using stainless steel sounds is relatively safe. However, catheters or anything inserted into the bladder is much riskier.