Before we answer the question of which wrench, let’s identify the real question: what task are you trying to accomplish?
Here are some quick and easy pointers that should help.
Now, wrenches are as varied as the fasteners you want to use them on, but this simple chart on the most common may help:

So, that’s how you choose which wrench: it’s based on the fastener you need to turn.
Wrenches come in both metric and inch, or SAE, sizes. SAE stands for Society of American Engineers, which is an organization that sets the standards for things like sizes of screws and wrenches.
Metric tools will not fit SAE fasteners, and vice versa. If you have an open-end wrench, it should fit the fastener precisely – no sloppiness at all. If, for example, your SAE wrench is slightly loose on the bolt, the bolt is probably metric.
If you don’t have the other wrench, you can always use a crescent, or adjustable wrench. If you’re new to those, this will help: How to Use an Adjustable Wrench. The width of an adjustable or crescent wrench can be changed to match the fastener, so it doesn’t care about standards. These wrenches are not as precise as any of the others, but they will certainly get the job done.
A socket wrench is actually a set of tools, with a socket wrench and a bunch of sockets. You can buy the sockets in both SAE and metric sizes, but you only need one wrench. Once you have the wrench, you can add sockets as you need them. The socket wrench itself has a nifty ratchet inside that lets you change the direction of the wrench with just the flip of a switch. Once you use one, you’ll appreciate that feature.
If you are trying to turn plumbing parts, like pipes or ghastly, rusted-over fasteners, you’ll want to use a pipe wrench. It looks a lot like an adjustable wrench, but the jaw is loose so that it can follow the contours of the pipe.
Those are just a few of the types of wrenches available, but at least now you know that the wrench you choose is determined by the task at hand. Good luck!
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