There are several types, styles, voltage, and connections of lights out there. One thing you will find out is that there are a lot of opinions on everything. The most important thing is to pick one that fits your needs and stick with it. Remember to look at the supply chain to get parts for your items.
AC or DC
The first step is determining if you are going to go with AC (Alternating Current) or DC (Direct Current) lights. AC lights are mostly considered dumb lights and are not as defined as DC lights. The most popular lights are DC lights as they are individually addressable. For now, we will cover DC Lights
The next step is to choose the voltage of the DC Lights. The most common options are 5 volt and 12 volt. If you really want to start a fight, go into a room and ask which is better 5v or 12v, and sit back and watch the light fight. So there is really no wrong or right answer, but generally, the United States uses 12v and Europe and Australia uses 5v.
The most Common Pixel is the Bullet style that is shaped like a bullet and the square style is shaped like a square. The most common pixel type is the WS2811 which almost ALL controllers can control.
Resistor vs. Regulator
Resistors work by Reducing the Volts down from a specified Amount of volts... in this case 12V. The resistors take 12 volts and bring it down to 5. That is what they are made to do... 12 volts and take it down 7 volts. If you put a higher voltage through a higher Voltage will hit the leds and burn them out.
The final step is choosing a connection type. There are main types of connectors. It's best to choose one and stick with it. All three have been around for a while and are not really going anywhere.