Assuming that you want to use the standard hives that most American Bee keepers use (which is a big assumption because you didn't fill out your location in your profile) you will be building Langstroth style hives. You are seeing different sizes because there ARE different sizes:
Deeps are usually used for the brood nest part of the hive.
Shallows are used as "supers" during a honey flow for the bees to store surplus honey - Your honey.
Mediums are used for either purpose.
Some people use all deeps (usually professionals with crews of strong backs to handle them. And others use all mediums because they are lighter when full.
There are a lot of advantages to using all one size box for everything. There are also a lot of advantages to using similar equipment to other bee keepers in your area.
You just have to decide how you want to go. The bees won't care.
You should read lighter bee keeping equipment
if you haven't already.