Puppies need different chewing sensations as they grow and teethe. They will need something very soft like a fuzzy toy (remember to supervise when your puppy plays with them in case they decide to destroy it). Something of medium firmness like tennis balls, ropes or rubber toys. The rubber toys are safe to leave with your puppy when you go to work. The last thing you will need is a very hard chew like a bone or a Galileo bone. Depending on where they are at teething will be the type of toy they choose. Make sure that any toys that you get do not emulate anything in your home Ex.: If you have rugs with tassels don't get a rope toy because the end of the rope looks like your rug.
Nylon toys (Nylabone) and vinyl toys (squeaky toys), if swallowed, are passed through your dog's system. They are not digested, but you do have to worry about blockage if they swallow too large a piece or intestinal damage if sharp. This is true with any chew, toy and many household items.
When your dog has his/her adult teeth, they will develop a chewing style. You will have to choose the appropriate chew for his/her style. For instance many dogs will chew up a rawhide knot in minutes, they need something tougher like a bone or Galileo chew toy.