The first consideration in recessed lighting is what type you should get, also sometimes referred to as the trim style. You have several main options, each with their own benefits:
Baffle trim: This type of recessed light has grooves set into it, which are meant to block excess light. This reduces glare and shadows, so choose this type for a pure and soft ambient light. Black baffles can reduce the glare further but choose white if you want the light fixture to match a lightly colored surrounding ceiling.
Reflector trim: These are made with extra sheen surrounding the bulb so that the fixture itself reflects more light into the space. If you want a brighter light, reflector trims are a solid choice.
Adjustable trim: If you're looking to adjust recessed lighting trims & retrofits to create accent lighting or spotlighting, you'll want an adjustable trim. Terms to look for in adjustable lighting include eyelid, gimbal ring, adjustable cone, eyeball and wall wash.
Wet location or lens: This type of recessed lighting provides bulb and light casing protection from moisture and humidity. This may be a must if you're placing your recessed lighting in moist areas like a bathroom. It's common to see the terms damp listed or wet listed to indicate how much the lighting fixture is protected from moisture.