This will probable sound a little lame but what is the difference between diesel types?

I own my first diesel (07 GMC 2500hd, CC, LB) and have become interested in understanding the different types.

#2 I know it's what I burn.

Bio-diesel I know is made from bio products. Beyond that, I don't know. I hear it's cheaper, but at what cost to modify my truck? Do enough stations sell it?

What is Flex-fuel?