OK, terms, terms, terms!
xbee: a brand name and form factor. The rectangular shape with two cut-off corners and two rows of 2mm pitch headers is the xbee branded form factor. Xbee alone doesn't represent any hardware or firmware. Sparkfun tutorial didn't get this right:https://www.sparkfun.com/pages/xbee_guide
Digi: company that owns the xbee product name (they probably purchased the company a few years back).
Zigbee: a specification based on IEEE 802.15 developed by Zigbee alliance. It's not a product or name owned by a company, or necessarily comes in rectangles with two corners cut off
802.15.4: again a specification, not a product, although digi produces products called xbee 802.15.4.
Series 1, 2, 3(?!): these are kind of product designations by digi or the company that digi bought. Series 1 can only do point to pint if I understand correctly, probably broadcasting and point-to-point, no networking. Series 2 can do networking, which means, if radio X can't see radio Y, it will attempt to use other radios to reach radio Y, not needing your help.
Zigbee pro: possibly xbee pro ZB, this is a digi xbee brand radio that has Zigbee firmware and is a higher power module. It interconnects with Zigbee from other manufacturers. The ZB of Zigbee refers to the firmware, not the hardware, which is radio and microcontroller. This Zigbee firmware is open source. In a Zigbee network, there is one coordinator that maintains order on the network. It often acts as router and gateway to other network (if it has the hardware capability to tunnel between networks, such as cellular, ethernet, wifi, satellite). Other modules are ASSIGNED as router and/or end devices. End devices can only talk with the router (or coordinator itself) if it wishes to talk to another radio. There are several flavors of Zigbee firmware, coordinator, router, and sometimes end device. You load a radio with one of the firmwares and their roles stick to the firmware. You can swap firmware as you like.
xbee pro DM: this is digi xbee brand radio with digimesh firmware. It is a proprietary firmware. The hardware is the same as Xbee pro ZB, just firmware differs. You can swap firmware in a snap. The DM firmware is superior than Zigbee and every radio can act as router and is free to directly communicate with any other radio, plus the whole network needs no coordinator, preventing the network from going down in case the coordinator goes down.
That was as far as I understand.
Oh, by the way, just play with the series 1 for a bit now. Digi is pushing out their xbee 900MH pro HP series. All the no HP series are gone from their website listings. These modules must be closer to GOD than the xbee 900MHz pro (according to various religions, GOD has the highest power
And yes, 900MHz and 2.4GHz are not hardware compatible. If you deploy now, with sparsh network, go with 900MHz and good antenna. Then if you really really have to add a lot of nodes and have settled to 2.4GHz, take all the 900MHz hardware and set up a sparsh network elsewhere. You will always use them to set up a network initially until it grows large enough for 2.4GHz (maybe never for some networks).