The main differences are how fast they are, how big they are, what their
range is, what version of Linux they need, and what they plug into. Some of
the newer ones can work with old versions of Linux, but because the necessary
firmware was proprietary until recently, you need to add on the firmware if
you're using a deblobbed kernel.
If you want the least hassle, my guess is the Wireless G USB adapter would be
your best bet. It's the slowest out of the USB adapters; whether this matters
depends on how fast your Internet connection is, of course. TP says all the
other USB adapters currently need additional free firmware to work on Debian
7, Trisquel 6, and a few others.
For non-USB ones, you need to figure out what kind of slot you have and get
an appropriate one, choosing based on what size, speed, and range you need.
There's a guide for the slots on the ThinkPenguin site here:
https://www.thinkpenguin.com/gnu-linux/mini-pci-mini-pci-e-mini-pci-e-half-height-guide-laptop-wifi-cards
You need to watch out for digital restriction mechanisms as well; apparently
some computers use restriction mechanisms to prevent you from using approved
cards. The ThinkPenguin site says you can return or exchange the adapter if
it turns out your computer is defective by design, so you can try it with no
worries and get a USB adapter instead if it turns out it doesn't work; but if
you don't want to deal with that, you might want to just get a USB adapter.