There are two types of SD RAM.
Standard SD RAM is the "old" type.
DDR SDRAM is the "newer" type.
DDR SDRAM is faster because it travels at twice the speed as SDRAM. Actually... I should say, it travels as the same speed, it just does twice as much at the same time. DDR stands for Double Data Rate, which means that it can process data going "in" and "out" at the same time. The older SDRAM can only process one "direction" at a time. (that's putting it in pretty general terms, but you get the idea)
RD RAM is (kind of) a totally different type of RAM used for P4's. (Also known as RAMBUS RAM).
The type of RAM you use will determine what kind of motherboard you have to get (or vice versa). There are some motherboards that support both SDRAM and DDR SDRAM, but you can't use them both at the same time.
The PC2100 (etc.) stands for the data transfer rate (2100 = 2.1 GB/sec) The "PC" type that you get must correspond with the FSB (front side bus) of your CPU and mobo. So if you get a DDR 266 motherboard, and then go out and buy PC2700 RAM, you're wasting your money because the data rate of the mobo can't handle more than PC2100 RAM. This naming convention applies to the two types of SDRAM. When you get into RDRAM, it's not so cut and dry... (i.e. PC1066 actually has a 2.1 GB bandwidth)
It is kind of confusing and you just have to get used to what goes with what and all that crap, but once you get to know the general idea of what to look for, it's not so bad.
As for what's "better". Well... for an Athlon, the DDR is better... and the DDR 333 is generally regarded as the best way to go right now (since DDR 400 actually gets outperformed by DDR 333 in some cases and hasn't really justified its own existence yet)
When it comes to P4's, well... most people just go with RDRAM, but some still prefer to use DDR RAM with P4's. I think that battle is still up in the air, but I'm not too sure since I don't deal with Intel stuff much.
WATYF