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?

3 Answers
For newbies, pdfLaTeX, XeLaTeX and LuaLaTeX are better choice than LaTeX (latex.exe), which needs multiple steps to produce an output file.
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).
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As I understand in your answer, which one I should use partly depends on what TeX distribution I use, right? – Jul 12 '11 at 05:02
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2As I know you're Chinese and you are using CTeX distribution (based on MiKTeX 2.8 or 2.9). Thus you should use XeLaTeX for Chinese and use pdfLaTeX for English. – Leo Liu Jul 12 '11 at 05:04
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"but there are very few package for LaTeX, most are for ConTeXt." Should that not be the other way around? Also note that XeLaTeX seems to have some issues with PGF/TikZ shadings and fill patterns, especially in combination with the
previewpackage. – Martin Scharrer Jul 12 '11 at 06:48 -
1@Martin: Leo is writing about luatex and there is much more luatex support in context than in latex (but the support is not split in packages but is in the kernel so "package" is probably not the best wording). – Ulrike Fischer Jul 12 '11 at 07:14
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Thanks @Ulrike, now I understand it. I think a better word would be "support" instead of "package(s)". – Martin Scharrer Jul 12 '11 at 07:42
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I wouldn't call
lualatexa "successor" ofpdflatex. A "descendant" is more fitting. – jub0bs Nov 22 '13 at 00:47
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, pdflatex cannot import EPS and cannot make use of PSTricks code, but currently it is possible by loading epstopdf and auto-pst-pdf packages, respectively.
latex
- The input file (file with extension
.tex) withgraphics/graphicxpackage can only import EPS images, usingdvipsas output driver; PDF, PNG and JPEG images are supported usingdvipdfmx, but external programextractbb/ebb/xbbshould be manually or automatically (in TeX Live 2010+) used. - The input file can contain PSTricks using
dvips. Certainly TikZ is always portable. - Invoking
latex filename.texwill producefilename.dvi. If the input file imports images,latexdoes not embed them in the resulting DVI. We must keep DVI and image files as is. If we insist on deleting the image files (and DVI), we must convert the DVI either to- PS using
dvipsand just keep the resulting PS that is self-contained. - PDF using
dvipdfmxand just keep the resulting PDF that is self-contained. Caution:dvipdfmxcannot be used when the DVI is previously produced from an input file that contains PSTricks code. There're some old drivers, e.g.dvipdfanddvipdfmto convert DVI to PDF format, butdvipdfmxis much powerful, and may be the only choice in TeX Live 2010+.
- PS using
- If we want to get a PDF as the final output, we must convert the DVI to PDF using one of the following methods:
- If the input file does not contain PSTricks code, use
dvipdfmx. - Otherwise, use
dvipsfollowed byps2pdf.
- If the input file does not contain PSTricks code, use
pdflatex
- The input file with
graphicxpackage can only import PNG, JPEG and PDF images. EPS images are not directly supported. (However,epstopdfpackage may be automatically loaded in TeX Live 2010+ bygraphicx) - The input file can only use TikZ code, PSTricks code is not supported by default.
- Invoking
pdflatex filename.texwill producefilename.pdfoutput that is self-contained. - If the input file contains long url, the resulting url in the PDF will be nicely split into several lines.
xelatex
- The input file with
graphicxpackage can import PNG, JPEG, PDF, EPS images, using xdvipdfmx driver. Like dvipdfm(x), EPS images are converted to PDF by gs on the fly. But the compilation time is sometimes too long. - The input file can use TikZ and PSTricks code.
- Invoking
xelatex filename.texwill producefilename.pdfoutput that is self-contained. - The input file supports unicode.
To be continued....
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The top answer gives you what to choose, but you might see other variations that might confuse you. The TeX formats and engines summaries the relations between engines of formats:

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The ConTeXt column does not appear to be correct. Specifically, the ConTeXt format has for some time now required to be run under LuaTeX. If nothing else, you should mention that in order to compile a ConTeXt document under either etex, pdftex, or xetex, one has to employ a by now badly obsolete version of the ConTeXt format. – Mico Dec 11 '17 at 08:15
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@Mico yea, I think they are just basically the same. I'm still a novice though – Ooker Dec 12 '17 at 01:37
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A ConTeXt document is a document to be compiled with ConTeXt. A ConTeXt format is a set of macros that somebody wrote, to let somebody else compile their ConTeXt document with. If these two are "just basically the same" to you, there's little more to say. – Mico Dec 12 '17 at 06:05
latex(except for PSTricks) any longer. I would recommend people to start withpdflatexand think about usingxelatexorlualatexwhen they need special font and unicode support. – Martin Scharrer Jul 12 '11 at 06:51authenticTexmaker editor and there is strictly no relationship between this program developed since 2003 and another latex editor which uses intentionally almost the same name to trick users." I will stop using TeXStudio for the sake of security. – Display Name Jul 12 '11 at 14:00