Re: basic zapper blue circles
Electrode Pads

http://www.ebay.ca/itm/4-SQUARE-TENS-ELECTRODE-PADS-REUSABLE-SELF-ADHESIVE-PA...
Pad leads

http://www.ebay.ca/itm/ONE-PAIR-Electrode-Lead-Wires-for-Tens-EMS-Machines-St...
Conductive Gel

http://www.ebay.ca/itm/universal-use-ultrasound-Conductive-Cosmetic-Electrica...
I've been zapping daily for several hours(4+) and found that these items to be the best solution to avoid burn marks and irritation. The combination of gel and pads provide the highest conductivity between the electrodes and skin thus reducing irritation and other side effects such as discoleration and burns/scarring etc. I'd also recommend some velcro straps if you plan on zapping while doing everyday things. Which helps keep the eletrodes in place.
I've tried numerous electrodes over the course of my trials(stainless, titanium, silver etc) along with various shieths(cotton, denim etc) all of which resulted with side effects of some form or another. However, I've been having great success with the items listed above.
PS. I cut the pads to size(snip each side) to better fit the application.
Hope this helps.