Hi Xema!
I’m about at the same skill level as you are, though I’m pretty out of practice. (I did most of my “serious” juggling back in college, 15+ years ago.)
I never had much fun juggling rings, though if your goal is to juggle as many objects as possible, rings are easier than balls or clubs.
I enjoy juggling clubs, but mostly when passing with other folks. Granted, there are plenty of tricks you can learn with clubs, and it’s a neat skill to learn, but passing is where it’s at, fun wise.
(I consider the highlight of my juggling career to be when I was able to consistently pass 7 clubs with a partner in college.)
Most of my juggling as been with balls. I can do Mill’s Mess as well as a bunch of similiarly-difficult tricks. Sadly, I don’t know what to call them, and I’m not sure how to explain them using only written words. If you’ve found good websites, they’re probably a better learning tool than some guy posting “…then grab the second ball at the top of it trajectory and swing in down under your left arm while also tossing the third and flipping your hand…”
I was always crummy at contact juggling, so I’m not a good person to ask about that. But for equipment, allow me to suggest Brian Dube, which is where we bought most of our good equipment back in college. (Albeit out of a catalog; no websites to speak of back in them there stone ages.)
For ball juggling, I suggest learning with their “Squosh” beanbags, which are firm, nicely weighted, but (as beanbags) won’t roll away when you drop. For performance-level stuff, when you want actual round balls, their silicons are beyond cool, but very pricey. They bounce with near-perfect elasticity, which is great if you’re bounce-juggling, but be prepared to chase them down over long distances if/when you drop. Lacrosse balls are nearly as good, and much much cheaper. And for the cheapest thing you can buy that won’t roll away, pick up some used tennis balls, make a small slit in them with a knife, and fill them half-way with pennies.
Oh, and in my admittedly limited experience, there’s no better practice method than endless repetition. 
Hope that helps, and good luck with your juggling!
-P