This video is an overview of the different types of interchangeable needles. There are three interchangable knitting needles: Boye Interchangeable Needles,Denise Interchangeable Knitting Needles,Addi Click Interchangeable Needles.
Addi Click Interchangeable Needles are the most expensive option for interchangeable knitting needles, but my favorite since their tips do not untwist or cause the stitches to drag on them. Addis come in both regular and lace tips.
Denise Interchangeable Knitting Needles are great because they are much less expensive than the Addi Interchangeables, but unlike the Boye their tips do not unscrew as easily.
Boye Interchangeable Needles are the best bet if you are looking at price. The metal tips are more slippery than the plastic denise tips.
Remember, interchangeable knitting needles are only worth the cost if you will use the sizes and need the different cord lengths!