In regards to what types to use, that is going to depend a lot on the recipe. Wyeast and White Labs both have dozens of different strains for different styles. For example, here's a list of the strains offered by White Labs:
A good rule of thumb is use a yeast strain that's similar to the traditional strain for that style. For example, WLP001 is good for American Pale Ales and IPAs, WLP004 for dry stouts, WLP300 for traditional German hefeweizen, etc. But there's really no right or wrong, just "on style" and "not on style". And you can get lots of exciting results using the "wrong" yeast for a particular recipe, so don't feel like your hands are tied.
Also, when you start using liquid yeast, yeast starters are highly recommended both to ensure you're pitching enough yeast, and to ensure it's viable after being shipped. There are lots of resources online about how to make a starter.