Indeed - Wacom, without question.
I would have recommended a Graphire to start with, but it looks as though they've phased them out, and I'm not sure whether the Bamboo range are any good or not. Maybe you could get one of t'Ebay?
Intuos tablets are a definite step up, though, but of course that includes the cost.
Regarding size, I'm not sure that an A4 tablet is necessary for most Photoshop users. It must get to a point where the sweep of the arm when going from extreme edges of the screen/tablet starts to become tiring and begins to hamper productivity.
In my opinion, it only starts to become justifiable to go A4 or above when you're either doing something more artistic that involves big sweeping gestures, or if you do a lot of tracing.
I guess it depends on what you do, and what you want to do. And what you want to pay, obviously
Though a quick look reveals that the difference in price between sizes isn't as much as it used to be
For what it's worth, I've used A6 tablets professionally for years - pro photolab image manipulation/restoration and web design - and can only recall a handful of instances where I felt I needed something larger.