First, there are two types of materials.
1. Synthetic hair. It's cheap and its colour doesn't fade. Great. However, it's made of plastic, which means that you can't dye it or use any heat tools on it (hair dryer, flat iron, curl iron, etc). There are heat-resistant synthetic hair out there called Powerlon. The most common synthetic material is called Kanekalon. If you're just gonna have some streaks, or have it as clip-in extensions, synthetic hair can be good enough. But if you're planning to wear your extensions for a long time, you should consider human hair.
2. Human hair. Human hair is simply hair from human beings. That hair can be dyed, bleached, styled and all the other things you can do with your real hair. 'Ordinary' human hair is hair taken from brushes and similar, and as they don't know what's up and what's down on the hair, they put it in acid to get rid of the shell that makes it tangle. To make the hair smooth again, they use large amounts of silicon. The hair might seem soft and silky and in perfect condition, but after a dye/bleaching or some washes, you have lost the silicon shell and left is the acid treated hair that tangles and gets really dry.
However, same as synthetic hair, if you're just gonna have it as clip-in extensions and don't wash it that often, ordinary human hair is good.
If you will have your extensions a long time, or have it in permanent, I reccomend:
Remy/remi hair. That hair is taken from the same donator, and since they know what's up and what's down on the hair, they don't need acid. What you get when you buy Remy hair is the best quality on hair you can get. I have used both ordinary human hair and remy hair and you really can tell the difference. It's more expensive than ordinary human hair but in the end, it's worth it.
3. Yaki hair. Yaki hair is hair taken from the Yak (the animal) it's thicker than the other hair and suits for afro-american hair. I don't know anything more about it, but I think google can help.
So, that was an introduction about the three most common materials.
Now I'm gonna tell you a little about what different shapes hair can come in (the most common ones).
Wefts is the most common way of extensions. It's hair on a line, like a curtain, and you can attach it by sewing it in, glue it, use microrings or clip-ins.
Pre-bonded hair (stickhair) is small locks of hair with keratin wax tips. This gives you the most natural looking extension, but it can be a little tricky.
Nail hair is small locks of hair with glued tips. You attach it by putting it by a lock of your own hair and melting those two locks together, with help of a kind of flat iron (a very thin one).
So, now you're decided what kind of hair you want. But how the heck do you put these things into your hair?
Temporary:
Clip-in: The most common way of attaching extensions. Small clips are sewn on the weft and you easly take it in and out when you want. This is the method that is the least damaging to the extensions since you don't sleep with it or shower with it.
http://www.youtube.com/watch?v=52XZrFuAAAw&feature=related
Permanent:
Microrings: http://www.doctoredlocks.com/store/demonstrations/collections/linkies.html
If you would like to attach a weft with microrings, sew the rings on the weft and to the same way.
Glue: http://hisandher.com/how_bonding_mink18long.asp
Weaving: http://www.youtube.com/watch?v=F30Ni8jENos
You could also do cornrowns and sew the weft into them.
When you're finally done putting it in, it will probably look fake.
I know it feels bad to cut your extensions you've paid a lot of money for, but it's necessary most of the times. You shouldn't have to take any lenght, but a little layering, especially near your face is good. If you don't know how to cut it to make it blend in to your real hair, go to your hairdresser. People shouldn't be able to see that it's an extension. It's not cool walking around with hair that people can see that it's fake.
You don't want your extensions to look like this, seriously.
To take care of it, use moisturizing products and always heat protection when you use heat tools on it. Extensions don't get any moisture from your scalp so it gets dry easily, especially when you're having it in permanent.
Permanent extensions can be in for maximum 3 months at a time, because hair grows and it's a big risk that your own hair tangles near your roots and things like that. Take it out, let your hair rest a while and then you can put it in again.
Useful links:
www.doctoredlocks.com - a lot of information.
www.ebay.com
www.afrocare.com - a great store that have good and pretty cheap extensions (UK)
www.sallybeauty.com - (US)
I know this was a lot of reading, and I know I haven't got everything in here. If there's anything you would like to add, or want me to write about, feel free to drop a comment.
I hope this was helpful! (: