What kind of beer are you making?? Usually the beer "kits" come with the yeast. I'm lucky enough to have a local homebrew/wine shop close to where I work. But I also get alot of my stuff online from
www.midwestsupplies.com. Good prices, lots of beer recipes, ingredients, equipment, and supplies. They even have a pretty good forum to ask questions and get alot of info and they will send you a free DVD on how to brew beer and make wine.
As to your original question, there are many varieties of yeast. As stated by F6BANGER, there are the two basic types (Ale and Lager), but even among those, there are different strains. Last year, I made 2 beers with the exact ingredients except for the yeast. I used 2 different strains of Ale yeast and you can definitely tell the difference in taste. Also, I generally stick with the liquid yeasts...I use White Labs Yeast...because I've read that they produce more consistent results in terms of fermentation and taste. But I've also seen lots of folks make good beer with dry yeast. For the extra couple of dollars, I'll continue to buy the liquid.
Making beer isn't rocket science. But if you are starting out making your first ever batch from scratch, you're probably going to be in over your head. You can do it, but I've learned so much over the past few years just starting with extract kits. I just moved into all-grain brewing only because my mother-in-law bought me a beer kit for Christmas last year, but she screwed up and bought an all-grain kit rather than an extract kit. You can't return it, so rather than throwing it in the garbage, I went out and spent about $125 on the additional equipment needed to do all-grain. But even at that, I am still buying pre-packaged ingredients because I'm not ready to start developing my own recipes. Cleanliness and sanitation are the most important steps. And when it comes to fermentation, temperature is somewhat important. I've only made ales because I don't have a spare fridge set up to do cold fermentation for lagering. And when I first started, I was having problems with fermentation not going well. I found that my basement was just a little too cold. So now I keep my bucket/carboy on the main floor of my house, which in the winter time, we keep the thermostat at 67* which has been just about perfect.
Check out the forum at midwest supplies, and even their website. And you will find enough reading to get you through the winter. Or if you have any questions, just ask. I'm not a pro by any stretch. But I've done several batches and am willing to help out a new guy any way I can.