There are two basic types of housing.

Traditional spring wound, or low helix, which was the standard for almost 100 years. This remains the correct choice for brake cables because the steel on steel support, isn't dependent on the plastic to hold it together. It housing comes lined and unlined, but today all quality housings are lined. There are also some with kevlar or other type of reinforced covering as opposed to simple plastic.

So called "compressionless" or "index" housing which is a high helix with the metal strands running almost lengthwise. This is the preferred style for index gear sysems because the length down the center remains constant when the housing flexes. This style comes in 4mm & 5mm, (and also 4.5mm for Campy), though the inside diameter and the wire it's made for is the same for all three. it's only produced as lined housing & both 4mm and 5mm usually use ferrules with the same outside diameter, so they can be substituted freely. Generally 4mm is a hair lighter, 5mm a bit more bulletproof. Like the brake housing it's available with reinforced covering

Beyond the basics, there are quality and cosmetic differences.

As long as you use low helix for brakes, and high helix for gear, you won't go wrong. How much you spend for premium quality is up to you.