How you choose your goldfish, depends largely on two things: the type of fish you really like to see, and the kind of container you intend to keep them in.
People in warmer climates, like to populate their outdoor ponds and pools with goldfish, which is a wonderful addition to the outdoor décor of your lawns and gardens. These may be natural ponds, or manmade pools that are actually vinyl liners sunk into the ground, and provided with air and water circulation through a pump system. This circulation, natural or otherwise, is important to keeping the water well oxygenated for the fish.
But surprisingly, if your pond is deep enough, it's possible to over-winter your goldfish outside. If you are populating an outdoor pond, it's best to start with fish that were raised that way themselves, as there is less likelihood of losing some that are unable to adapt. Store-bought fish raised in tanks can adapt, but you can expect to lose a certain percentage of them, depending on the harshness of the weather.
If you're just starting out, you might try just the common goldfish at first, since these will be less expensive to replace, should you have a hard winter. If your fish are not surviving, you may need to look at better air and water circulation, or deepening the pond. But once you have a thriving colony, you can begin adding some of the hardier varieties of fancy goldfish.