The idea of a baking stone is to provide even heat to the bottom of the food, mostly breads. It also somewhat compensates for oven temperature drop when opening the door and may absorb moisture. You can pay a little or a lot. You will be buying a ceramic. When they say "natural" baking stone, they don't mean cut stone. They mean natural ingredients of the ceramic. Size the stone so that it doesn't prevent natural heat flow in the oven. It can't, for instance, extend to the sides of the oven. You can use natural stone tiles from the hardware store. They may not last as long, but they're so cheap you don't worry about them, and you can cheaply keep different sizes to use in combination. For most baking, let the stone soak in the hot oven for a time to get it evenly hot.
Good brand ceramic stones about 14 inches square are about $40 from Amazon. Ceramic tiles, 12x12, $2 Home Depot.
I haven't used it, but FibraMent is an engineered stone that's also used to line large "stone" ovens.
Discussion of stones in general at top of page. FibraMent about halfway down.