The "XBee" brand has two major types. Series 1 are the original ones, and are often NOT referred to by their series number. Series 2 are the newer mesh network brethren.
Most XBee's and their clones are pin compatible (there is even a Bluetooth replacement 'Bee), thus any XBee shield or adapter can be used for either series.
The difference is largely in their communication protocols. The Series 2 allow more robust mesh networking options. But for a beginner - the original (S1) provide simpler out-of-the-box networking.
There are retail packages available that include a pair of S1 XBees, an Arduino compatible breakout board, and a USB adapter to program them. This allows you to get "on the air" and setup the XBees quickly. For communication between two arduinos, a pair of shields will make physical connectivity much easier.