but I'm not sure what type of lens to buy for it?

Depends on what you want to do!
Zoom lens, primes?
Remember the 20D has x6  fov (FIELD Of VIEW) crop from its sensor)...
as its a smaller sensor then 35mm film...and No, it is NOT a magnification of the lens!!! a 70-200  is still a 70-200!!
An  EF 300 2.8 (for arguements sake) will cost treble at what the f4 version will cost. All you loose is one stop!...a 'fast' lens will be more expensive than a 'slower' one! One makes choices with clarity and quality!
Make your choice in len(s) wisely is all I can say.
Put it simply, the same as putting a poor engine into a sports car!
Simply wont get out what you put in!!