The rule of thumb here is the thicker or denser the hair, the heavier the product. For fine hair, you'll want to use a lighter product such as a spray, lotion, or cream. For thicker hair (such as Asian hair), you can go with a heavier product such as a paste, pomade, or wax. For those who use gel, select a light hold gel for fine hair and a firmer gel for thicker hair. Using a heavy product on fine hair will be overpowering, while a light product won't give thick hair much control. Most product labels will indicate whether a product is light hold or firm hold. Someone with a medium head of hair, can get away with most any option.
For your textured or spiky styles, I think it is better to go with a matte finish product such (one that has little to no shine). These types of hairstyles are more casual and I believe a less formal, matte finish works well. Higher shine products such as pomades or gels lend themselves well to more groomed styles such as a classic taper or pompadour. For curly hair, I recommend a light cream or pomade with a natural shine to keep the curl together and add shine.
There are two types of styling products: fixatives are those that dry hard (such as gel and hair spray), while pliables are those that dry flexible (such as a pomade or wax). Depending on your style, you may wish for the hair to lock into place without moving, so you'll want a gel (or a pliable with a hair spray applied to set the style). If you wish to be able to work with the hair and move it around throughout the day, select a pliable. Next, you'll want to consider the finish. Matte styling products have no shine (and will reduce the natural shine in your hair), natural shine products attempt to replicate the shine of a healthy head of hair, and shine products will enhance the hair's shine. As I mentioned above, a matte product tends to be more casual in appearance, while a shine product tends to be more formal. Look at the product label for whether the product is matte, neutral (natural) or high shine.
You can spend a small fortune on your styling products, but you don't really need to. I know some really great supermarket brands you can buy for about $7 and some high-end salon alternatives that are really no better for $38. The key is to not pay too much attention to price and go with the product that works best for your hair and style. If you're wondering whether to buy a supermarket brand vs. a salon brand, you'll need to shop around a little, but I will say salon brands aren't always better.
With the literally thousands of styling products out there, it can often be difficult to choose just the right product, so it is always a good idea to ask your barber or stylist for recommendations (if they can't recommend one, find a new haircutter). Of course, barbers and stylists work on commission and will gladly sell you one of their products (most great barbershops and salons should carry a wide assortment of products). Have the person styling your hair make a recommendation and show you how to use the product. Keep in mind, some salon brands can be expensive, so don't be shy about asking for an alternative if the initial recommendation is outside your budget. In my shop, we carry, for example, about six different pomades which all do about the same thing, but they vary in price from about $14 to $28. Believe me, I'd rather sell you the $14 product than have no sale at all, so don't hesitate to ask for options.
The right product can enhance almost any style (even a buzzcut), so make sure you choose the product that produces the results you're looking for and keep in mind that using styling products doesn't have to be costly or time consuming, but the effort can really pay off.