All of the flashes made by Canon and Nikon support TTL or “through the lens” metering. This is the ability for the flash units to send out a pre-flash, have it analyzed by the camera “through the lens” and then have the camera tell each flash how much light to put out for a proper exposure. This ability makes it much easier to capture great pictures on the go, but it also makes the flash units more costly. If you are working in a studio where the power of each light can be dialed in carefully (or if you fancy yourself a master of manual exposure control), you may not need the ability to do TTL.
If you can’t afford anything better but still want TTL support, pick one of these. They are not particularly powerful and don't play very well with brand-name flashes, but they are cheap. If there is any way you can afford it, get something better instead. It will be a much better investment in the long run.
These don't put out much light, but they are better than anything that might be built into your camera. These flashes are ideal if you have a small camera and want a small, portable flash to go with it. For any other use, plan on getting something bigger.
These are appropriate for most photo enthusiasts who want TTL features and don't need the most powerful flashes on the market.
These are the highest-end pro portable flash units that you can buy. Anything bigger is special purpose or studio gear.
Get your flash off your camera! Flash units mounted on the camera shoot light directly at the subject. This makes for very poor lighting. You can get amazing results by placing the flash angle to the subject instead of pointing it dead on. There are many ways to trigger a flash remotely, both wireless and using wires. Each has advantages and disadvantages.