If your're unsure how to get started take a look at these hot tub chemical kits. Chlorine is the traditional hot tub sanitizer, but unfortunately it is also the nastiest and one of the the hardest to use correctly, especially for beginners.
For hard-sided hot tubs the most popular alternative to chlorine is ecoONE. Aquablanc is recommended for inflatable spas.
A basic chlorine starter kit which will enable you to try out chlorine as a sanitizer.