The type of solenoid you use really depends on what purpose your pneumatics will serve. For example, there are single acting and double acting solenoids, both of which offer different opportunities for control. I would recommend
this resource as a starting point for learning about solenoids. Also, searching Chief Delphi for older threads on solenoids can be very beneficial to finding your solution.
As for specifics, in the past my team has used
this double solenoid for our systems with good results. A different option for a double would be
this solenoid, with a lower cost than the first one. AndyMark also carries single acting solenoids, as a quick search on their site will show.
I'm not very well versed in other types of solenoids, but use your resources! Dig up some old threads that can probably go into more depth than I can. Good luck!