Indeed it is way confusing. Correct, you cannot rely on the photos, even the ones on Digi's site. This page and this page are slightly helpful.
If you don't need to go a mile or so, just get the low power modules. These are called "XBee ZB low power ZigBee modules". These are the current "S2" models and there are four part numbers depending on the antenna option. The "Pro" models have more range and a couple more features, but of course require more power. I have only used the current S2 low power modules, indeed I have only used a single part number, XB24-Z7WIT-004. These will do almost anything the Pro models will, including mesh networking. For all the confusion, they are very cool and easy to use. Hook them up and they just basically work and all the networking business is just done for you. Range is fine for around the house. I've walked around the yard with one just once and didn't run out of range. But that's one advantage of mesh networking, traffic can be relayed by intermediate nodes.
The S1 and S2.5 are prior models, not sure if you can find them still, I see posts that advocate their use, but quite frankly I don't see a reason not to go with the current crop. They work great and are easy to use. I've found the best price to be direct from Digi, $17 for the low power modules.
Digi makes another line called XBee DigiMesh 2.4 which use a proprietary protocol. These are not compatible with the XBee ZB line. Have not looked into them, as the ZBs work just fine for me and I'd just as soon use the open standard.
I started with Robert Faludi's book. This is a really fast read that got me up to speed in a hurry. Also be sure to download the datasheet from Digi. That link is from this page.
Finally, start by playing with AT mode (a.k.a. transparent operation) but to do anything halfway serious at all, learn to use API mode along with Andrew Rapp's library which works just super for me. Also you'll need Digi's X-CTU utility. Finally, adapters from Adafruit or Sparkfun might come in handy for configuring and breadboarding the modules.
Hope this helps. Believe me I feel your pain trying to suss this all out. Well worth the learning curve though, I'm still just amazed by these little guys. Feel free to ping me if I can be of further assistance.