Clear - good all around; if you're going to be out riding all day, and don't want to tote along another visor, go with clear, and wear sunglasses to cut out glare while riding.
Clear Anti-Fog - your best friend on cold winter mornings. Requires special cleaning care, but well worth it.
Dark Smoke or Mirrored/Iridium - Provide shade much like sunglasses. NEVER wear at night or in low light (most will actually say this on the visor itself). Be very careful cleaning oridium/mirrored visors, as the finish scratches really easily.
Then there's hi-def; I've seen blue, orange and yellow. All are supposed to give greater clarity in low light situations (dawn, dusk, night, rain or fog). Someone else may be able to give more clarification on which is best for which situation).
My old helmet is an Icon with regular clear, iridium and clear anti-fog shields, all of which were great for their specific purposes. I actually found I rode with the clear anti fog for at least half the year (it's great for mornings when I'm riding to work and it's below 50 degrees or so).