Currently I'm using conventional blue mask. But there are masks with exhale valve (there are mostly FFP2 ones and they're cheaper, I'm considering to buy one, for COVID protection). I didn't try such and it's hard to find information about this aspect on the Internet.
Masks with exhalation valves are meant to be used to protect against particulates like sawdust or smoke. They must not be used in a pandemic because a large part of the usefulness of masks is preventing people who are infected and don't know it from spreading the virus. If you have an exhalation valve on your mask you're exposing everyone around you.
Public health guidelines would suggest you continue to use a surgical mask and do not advise using masks with exhalation valves.