Your question is not stupid! It's something we all go through at one point or another.
There are many grains which can be steeped with 100% effectiveness. There are others which must be mashed to get any effect at all, and lots which range in between. Note that when mashed, you get 100% utilization of virtually all brewing grains.
To use the examples you listed, Special B may be steeped with 100% effect. Aromatic may be steeped for flavor and aroma contributions, but will not impact gravity. Steeping Vienna has very little effect at all.
Homebrewer 99's list is pretty good. I'd change a couple of things, but it's a good start!
A good rule of thumb is that any Roasted or Crystal malt - everything from Chocolate to Caramunich - can be steeped with 100% effectiveness. In the case of the roasted grains, there aren't really any sugars to extract; all we want are the colors and flavors. In the case of the Crystal/Caramel malts, the process which makes them identifiable as Crystal/Caramel makes their sugars soluble in the steeping liquor, so you get flavor, color
and fermentable sugars.
The 'in-between' grains - everything on 99's list but Vienna, Munich and CaraPils* - can be steeped for flavor/color contribution. You just won't get fermentables out of them, and excessive use can make the beer hazy with unconverted starches.
How to Brew - By John Palmer has some truncated lists of which malts/grains are which and whether they can be steeped or must be mashed. Have a look!
Cheers,
Bob
* I've never had any success at all steeping Vienna or Munich malts. All that resulted was a hazy mess that didn't get any of the effects desired. And while CaraPils
can be steeped, it's only worth about 20% of when it's mashed. So if you're converting an all-grain recipe which calls for 0.5 lbs of CaraPils, you'd need to steep 2.5 lbs of it to get the same effect.