Theres also dd2. The main difference is that others are newer (and faster) than others. SD is the olders, ddr is in the middle and ddr2 is currently the newest one.
When buying ram make sure ur mobo supports the type of memory u buy. And check the ram timings and the speed of memory. In timings the smaller the numbers the better. In memory speed the higher the better, the slowest ones that they sell are prolly like 200mhz, and the fastest ones are 1000mhz, but 400mhz is quite good at the moment.
And also ddr2 ram doesn't work with amd processors, so if u have amd then it's only ddr memory for u.