You'll get two basic types of musk. There's the serious, old-school kind that actually smells like animal butt. It's often listed as civet (pretty much no one uses deer musk any more). The textbook example is Guerlain's Jicky, but you'd probably be more likely to enjoy Musc Ravageur, which pairs it with spicy sweet vanilla. For many people, the textbook musk is Coty's Wild Musk (available super-cheap at many drug stores), which was really popular in the 80's. Officially, it's for women, if you're worried about that sort of thing.
There's also white musk, which isn't funky at all. In fact, it's kind of the fragrance equivalent of "plain", because it's the scent used in "unscented" white soaps and deodorants and things like that. You've probably smelled it a million times and never given it any thought. Scents with a lot of white musk often smell like you just took a shower and there's soap left on your skin. For examples, check out the Tom Ford White Musk collection.
Similar to white, there's also gold musk, which is a lot like white musk, but more "perfumey", in the sense that it smells more like an ingredient you'd smell in old-school women's perfumes. But it's used a lot in soaps, too (mostly the "fancy" classic soaps), so it has that connotation as well. The best example I've smelled is Santa Maria Novella's Gold Musk.
Honestly, musks are pretty out-of-fashion right now, so there's not really anything you can smell at your average mall store that's really very musky. At least I can't think of one, but I'm sure other people here will...
As a side note, many people who don't know the specific descriptions about fragrances think that men's scents with a lot of sharpness smell "musky", just because they don't know the technical terms. I hear this all the time. If that's what your friend meant, there are thousands of options, maybe D&G The One for Men or YSL L'Homme?