All of the options for you fall within the umbrella of "personal" pensions, but there are various specific types:
- Stakeholder: Low charges, generally fairly restricted range of investments.
- "Normal": i.e. no special features.
- Self-invested (SIPP): Generally the highest charges (though not necessarily any more than normal personal pensions), widest range of investments available; you can direct the investments completely.
So what you should do is first decide what kind of thing you want to invest in - e.g. unit trusts, bonds, individual shares, etc, and then find the cheapest option within those constraints. UK unit trusts are probably the standard option if you're a long way from retirement and don't want to think too much, and should be available through all of the above routes. It's worth looking closely into their charges as often they are hidden in the buy/sell spreads or quietly deducted from the fund value each year.
The direct.gov page is fairly helpful on the basics.