It's not naivety to ask if you're stuck.. perfectly wise in fact
Not really a question of any one being 'better' as such - think of each type as a solid state 'hard-disk'. MMC and SD cards are exactly the same, except that SD (Secure Digital, the newer version of MMC) has a copyright protection/encryption feature and a faster data transfer rate. I use a 128mb MMC (a free gift donated by a friend!) on my Pentax *ist DS and find it perfectly adequate for my requirements.
All 'Flash Memory' is pretty much a commodity these days and you're probably just as safe going for a generic 'no-name' brand as anything fancier, but some people might feel more comfortable with a big name like Sandisk or Kingston behind them, I guess.
Best place for buying is online. High-St. retailers tend to put on a shocking markup, preying on user ignorance.
eBuyer offers some great prices.