All the fancy coloured Bettas you find in the store are the same species, Betta splendens, just different colour and tail type variations - in the wild they are black/blue/green with a splash of red in the fins and all have short tails.
Be sure to have a read through these:
http://www.bettatalk.com
http://www.bettysplendens.com
http://www.theaquariumwiki.com/Betta_splendens
Pet stores are notorious for selling you all sorts of myths and lies about these much mis-understood fish.
My personal favourites are Plakats (short tailed) and Crowntails (spiky-tails). See here for the variations on this fish:
http://www.theaquariumwiki.com/Betta_splendens_-_variations
Most stores primarily carry the "common" veiltail, indeed I've found veiltails to be the hardiest of my Bettas!
