If you can, avoid getting mercury fillings. They can lead to mercury poisoning in some cases, and are generally bad for you.
There are these things called "milk fillings," I believe they're some sort of cement mixture and they're white, I highly reccommend getting those.
Especially cool are "painless dentistry" offices that don't have to inject with novicane or drill in order to give you a filling, they just essentially sandblast the rotten piece of tooth and then pack that cement stuff in it, quick and painless. It can suck if your teeth are sensitive to cold though, then you'll be wishing for the novicane.