XGA is 1024x768 maximum resolution, SXGA is 1280x1024, and UXGA is 1600x1200. It's like regular, super, and ultra...like with gasoline...except not really.
Anyhow, pick the screen you want based on what resolution you want to be using. You should be able to get an idea of how those look by changing the resolution on your computer monitor. But, also remember that the laptop screen will probably be smaller than your desktop's monitor. You could try going to say, best buy or circuit city to look at their display models--to check what different resolutions/screen sizes look like.
Also...if you run across a W fixed in with one of those 3 names, it just means "wide." So instead of being kind of square-ish, it'll be rectangular in shape.
-Eric
Edit: You should plan to work *only* at the maximum resolution--for LCDs, the max resolution is the same as the native resolution. Running a UXGA screen at 1280x1024 will look fuzzy/ugly. However, you could run the UXGA at 800x600 without issues (b/c 800/600 divide evenly into 1600/1200). So if you think 1600x1200 is too tiny on a 15" screen...well, don't get UXGA.