I’m pretty happy with the default bullets in Org-mode but you don’t have to settle. abo-abo points us to this package by Sabof that uses some nice UTF-8 symbols for the bullets. The package README has a screen shot of what they look like so follow the link if you’re interested.
The package is in MELPA so it’s easy to install if you decide you like what you see. This is a small thing, of course, but it shows once again how the virtually infinite configurability of Emacs let’s you customize it to be exactly what you want it to be.