The origins of breaking a glass at a wedding are unclear. Many cultures share the practice of breaking something, such as a plate, upon the confirmation of a contract. Some believe the noise made by the shattering of a glass or plate scares away evil spirits determined to mar the joyous occasion. Many rabbis explain that the breaking of a glass reminds us of sad moments in Jewish history, or that relationships are fragile and must be taken care of, lest the break.
Since this is a matter of custom and not religious law, there are no rules guiding what should be broken. Many people choose a light bulb because it is easy to break and may make a louder noise. If you are using a glass, one made of thin material and with a short stem will be easier to break. In either case, whatever is broken should be well wrapped in a thick cloth napkin.