Which Xbee to buy?

The first thing is about Xbee which is so important is to consider that:
1) XBEE ZNET 2.5 used to be call " 2  series "
2) 802.15.4 used to be call " 1 series "

Version 2 is better because of following:
1) energy saving
2) range (It is too much difference, I loved my series 2 because of its amazing range)
3) being more complicated and therefore more application on bigger networks

Each of the group mentioned above has two type:
1)Pro
2) normal one

As far as I know the Pro version can support longer distance.

Now, I do recommend you to use Series 1 if you are not familiar with Xbee and I think you are not or else you would not read this :D

Keep in mind that your Xbee's serial communication is at 3.3 volt and not 5. Although mine works with both. The data sheet asks for 3.3 volts.

Xbee comes in different type of antenna and power output, make sure you use the one which meets your needs. I can't give you any opinion how to pick the right one because I have 2 different types of them.

Fact: it is really hard to burn a Xbee, I have tried many different things and I was never successful :D
I finally burnt one. :) It receives data when there is no other Xbee around.

I do recommend you buy a break out with FTDI like this or this
It is good to have something like this too. Although, it does not do much.

If you but series 1 this is how you can simply use them, Here.
If for some reasons you have 2 series, do not worry, just read this.