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There are four main types of electrical sanders. Each a little different and best suited to a specific task...
Disc Sander
This is a very powerful sander, so use it carefully! If left too long in one location, it can damage your surface. It is excellent for long periods of sanding and odd angles. Semi-portable ones can be mounted with a bench attachment for greater usability.
Best used for:
wood siding
flat trim
fascia boards
Random Orbital Sander
More accurately called a random-orbit sander, it's the most versatile sander you can buy. It can take off millimeters of wood, but is also ideal for super smooth finish sanding. Smoother than a disc sander, the orbital sander is (in my opinion) a must for the crafty, furniture refinishing, DIYer! I recommend a 5 inch random-orbit sander that takes hook-and-loop disks. This is the sander I have.
Best used for:
light stock removal
finish sanding
feathering edges of peeled paint prior to priming
Palm Sander
Also called quarter-sheet sanders, because they take a rectangle of sandpaper, moving it back and forth to sand. Easy to use and the cheapest option (and those are the only things going for them I'm afraid...). They are slower, which is good if you are afraid of damaging your surface. With this sander it's important to always use in the direction of the wood grain.
Now there are some specialty palm sanders (like a “mouse” sander) that are pretty useful. These take small rubber pads of various shapes and sizes for sanding detailed surfaces like moldings or carvings (very cool!). In addition, they can take pointed pads for sanding in corners (also cool!)
Best used for:
finish sanding
soft woods
This is a contractor grade sander, large, powerful, and rough. It sands the wood down very quickly. The largest ones are not for the inexperienced...
Best used for:
very large flat surfaces like decks and handrails
very rough surfaces
gang sanding: clamp several boards together and sand all their edges at once.
In addition, there are combination belt-and-disk sanders. If you're going to do big jobs and want a stationary sander, get one of these.
Another oddball is the oscillating spindle sander. Good for sanding curves and other irregular shapes, but not terribly very useful for the average DIYer.
Finally, a good sander will have a dust collection bag, and also be able to be attached to a vacuum.
I've used a palm sander and an orbital, and hands down the random orbital is the better buy! I didn't know what I was missing until I got my random orbital sander (LOVE!!) It uses less sandpaper, works quickly and leaves fewer sanding marks. In contrast, the palm sander quickly wears the paper down at the edges, causing it to fall off the machine before it's really used up. In addition, I have never had problems with the hook-and-loop attachment of sanding pads to my orbital sander.
There's a boatload of internet videos on using a sander (and any other tool). I'm not sure which is best, but here's a pretty good one and another.
Here’s a cool tip for sanding irregular surfaces with a palm or orbital sander. Add a layer of foam rubber (like weather stripping) between the pad and sandpaper. This flexible layer will help the sander conform to the shape of the surface better!
(Wow, for tons more ideas go to http://www.sandingtips.com/)
Sandpaper and sanding pads come in a variety of grits, from super fine to very coarse. Coarse grits are good for removal of stock, removing wood by sanding. Finer grits are ideal for finish sanding prior to the application of paint or varnish.
Scribing (cutting around complicated shapes). I’ve done this with my palm sander on some coping joints and the ends of my picture ledge.
Refinishing furniture (changing table, trundle bed)
New furniture (bookcase)
I’ll have separate posts for the Dremel and for hand sanding with block sanders.
Which electric sander do you love?
New to Pregnant with power tools? Don't miss a post and subscribe here...
Disc Sander
This is a very powerful sander, so use it carefully! If left too long in one location, it can damage your surface. It is excellent for long periods of sanding and odd angles. Semi-portable ones can be mounted with a bench attachment for greater usability. 
Best used for:
wood siding
flat trim
fascia boards
Random Orbital Sander
More accurately called a random-orbit sander, it's the most versatile sander you can buy. It can take off millimeters of wood, but is also ideal for super smooth finish sanding. Smoother than a disc sander, the orbital sander is (in my opinion) a must for the crafty, furniture refinishing, DIYer! I recommend a 5 inch random-orbit sander that takes hook-and-loop disks. This is the sander I have. 
Best used for:
light stock removal
finish sanding
feathering edges of peeled paint prior to priming
Palm Sander
Also called quarter-sheet sanders, because they take a rectangle of sandpaper, moving it back and forth to sand. Easy to use and the cheapest option (and those are the only things going for them I'm afraid...). They are slower, which is good if you are afraid of damaging your surface. With this sander it's important to always use in the direction of the wood grain. 
Now there are some specialty palm sanders (like a “mouse” sander) that are pretty useful. These take small rubber pads of various shapes and sizes for sanding detailed surfaces like moldings or carvings (very cool!). In addition, they can take pointed pads for sanding in corners (also cool!)
Best used for:
finish sanding
soft woods
Belt Sander
Best used for:
very large flat surfaces like decks and handrails
very rough surfaces
gang sanding: clamp several boards together and sand all their edges at once.
In addition, there are combination belt-and-disk sanders. If you're going to do big jobs and want a stationary sander, get one of these.
Another oddball is the oscillating spindle sander. Good for sanding curves and other irregular shapes, but not terribly very useful for the average DIYer.
Buying:
The sander you buy should be held and turned on first. Does it feel comfortable in your grip? Is it very heavy? After an hour of sanding an extra pound or two can be pretty exhausting... Does it vibrate a lot? All sanders produce vibrations which can quickly cause fatigue. Better sanders produce fewer vibrations. I believe it pays off in the long-term to invest in a quality sander (an orbital, if you don't plan to refinish a deck :) and a quality sander will last a lifetime, work quickly, efficiently, and causing less fatigue.Finally, a good sander will have a dust collection bag, and also be able to be attached to a vacuum.
I've used a palm sander and an orbital, and hands down the random orbital is the better buy! I didn't know what I was missing until I got my random orbital sander (LOVE!!) It uses less sandpaper, works quickly and leaves fewer sanding marks. In contrast, the palm sander quickly wears the paper down at the edges, causing it to fall off the machine before it's really used up. In addition, I have never had problems with the hook-and-loop attachment of sanding pads to my orbital sander.
Tips for using:
All sanders should be kept moving to avoid damaging your surface.There's a boatload of internet videos on using a sander (and any other tool). I'm not sure which is best, but here's a pretty good one and another.
Here’s a cool tip for sanding irregular surfaces with a palm or orbital sander. Add a layer of foam rubber (like weather stripping) between the pad and sandpaper. This flexible layer will help the sander conform to the shape of the surface better!
(Wow, for tons more ideas go to http://www.sandingtips.com/)
Sandpaper and sanding pads come in a variety of grits, from super fine to very coarse. Coarse grits are good for removal of stock, removing wood by sanding. Finer grits are ideal for finish sanding prior to the application of paint or varnish.
Projects with a sander
Here’s a fun one I haven’t had a chance to try. Margo from Her Majesty Margo’s Felting using a sander! That’s neat!Scribing (cutting around complicated shapes). I’ve done this with my palm sander on some coping joints and the ends of my picture ledge.
Refinishing furniture (changing table, trundle bed)
New furniture (bookcase)
I’ll have separate posts for the Dremel and for hand sanding with block sanders.
Which electric sander do you love?
New to Pregnant with power tools? Don't miss a post and subscribe here...
