This appears to be a catch all thread, but the basic idea is that down is usually better, but it'll usually cost a bit more, and it sucks if it gets wet. If you're planning to use it a lot, it's worth the extra money.
Oh, and the best way to buy one is to go into a store that lets you try one out. I don't think REI has made it to KC yet, but if there's a store kind of like that in the area, go and see them and just ask questions. Or at least read this.
http://www.rei.com/learn/expert-advi...eping-bag.html