This question is from my confusion with the editor. In the WinEdt 6.0, there is a button for different kinds of "TeX". How do I know which one I should use and what's the difference?
For newbies, pdfLaTeX, XeLaTeX and LuaLaTeX are better choice than LaTeX (
pdfLaTeX is traditional choice, it is fast and robust. pdfLaTeX works on old TeX distributions like teTeX, TeX Live 2008- and MiKTeX 2.6-. Almost all modern packages support pdfLaTeX best (except PSTricks).
XeLaTeX and LuaLaTeX are quite new, both have full support of Unicode and can access fonts installed in the OS. LuaLaTeX is the successor of pdfLaTeX, thus may have good compatibility. XeLaTeX has more macro packages now, and it is a little faster than LuaLaTeX. LuaLaTeX is (potentially) much more powerful than XeLaTeX, but there is less support for LaTeX, most is for ConTeXt.
XeLaTeX would be (especially) suitable to you, for better (Unicode) multilingual support and easy font switching. And it supports more image format and PSTricks code.
For you, it is better to use XeLaTeX if you are typesetting Chinese, or write something yourself; and use pdfLaTeX if you are writing articles for academic journals (in English).
I will update this answer whenever I get a new information later.
I don't use WinEdt so I don't know what WinEdt does behind the scene when we press each button in your screenshot. As a comparison, pressing a button in TeXnicCenter (another TeX editor for Windows) will execute a set of commands.
NOTE: I will not mention or compare features provided by packages to silently do cross-invocation. For example: By default,
To be continued....