From an end-user perspective, there should be no difference between a device with a Series 1 XBee and one with a Series 2/2.5 XBee.
From a developer perspective, there is a huge difference. The Series 1 models are designed for point-to-point communication. One XBee talks to one other XBee.
The Series 2 models are designed to form a network, using auto-discovery and broadcast.
Which series to use with the Arduino all depends on what you are trying to accomplish.
The antenna style dictates range. Chip antennas have the shortest range. Wire antennas are a good compromise. The whip antennas give the greatest range.
I found the wire antennas a bit annoying when prototyping, but in the finished product, they work well. Were I to do that project again, I'd get two XBees with chip antennas and two with the wires. I'd build the project using the chip XBees and then swap in the wire XBees before delivery.