Which "TeX" should one use?

For newbies, pdfLaTeX, XeLaTeX and LuaLaTeX are better choice than LaTeX (latex.exe), which needs multiple steps to produce an output file.

pdfLaTeX is traditional choice, it is fast and robust. pdfLaTeX works on old TeX distributions like teTeX, TeX Live 2008- and MiKTeX 2.6-. Almost all modern packages support pdfLaTeX best (except PSTricks).

XeLaTeX and LuaLaTeX are quite new, both have full support of Unicode and can access fonts installed in the OS. LuaLaTeX is the successor of pdfLaTeX, thus may have good compatibility. XeLaTeX has more macro packages now, and it is a little faster than LuaLaTeX. LuaLaTeX is (potentially) much more powerful than XeLaTeX, but there is less support for LaTeX, most is for ConTeXt.

XeLaTeX would be (especially) suitable to you, for better (Unicode) multilingual support and easy font switching. And it supports more image format and PSTricks code.

For you, it is better to use XeLaTeX if you are typesetting Chinese, or write something yourself; and use pdfLaTeX if you are writing articles for academic journals (in English).


I will update this answer whenever I get a new information later.

I don't use WinEdt so I don't know what WinEdt does behind the scene when we press each button in your screenshot. As a comparison, pressing a button in TeXnicCenter (another TeX editor for Windows) will execute a set of commands.

NOTE: I will not mention or compare features provided by packages to silently do cross-invocation. For example: By default, pdflatex cannot import EPS and cannot make use of PSTricks code, but currently it is possible by loading epstopdf and auto-pst-pdf packages, respectively.

latex

  1. The input file (file with extension .tex) with graphics/graphicx package can only import EPS images, using dvips as output driver; PDF, PNG and JPEG images are supported using dvipdfmx, but external program extractbb/ebb/xbb should be manually or automatically (in TeX Live 2010+) used.
  2. The input file can contain PSTricks using dvips. Certainly TikZ is always portable.
  3. Invoking latex filename.tex will produce filename.dvi. If the input file imports images, latex does not embed them in the resulting DVI. We must keep DVI and image files as is. If we insist on deleting the image files (and DVI), we must convert the DVI either to
    • PS using dvips and just keep the resulting PS that is self-contained.
    • PDF using dvipdfmx and just keep the resulting PDF that is self-contained. Caution: dvipdfmx cannot be used when the DVI is previously produced from an input file that contains PSTricks code. There're some old drivers, e.g. dvipdf and dvipdfm to convert DVI to PDF format, but dvipdfmx is much powerful, and may be the only choice in TeX Live 2010+.
  4. If we want to get a PDF as the final output, we must convert the DVI to PDF using one of the following methods:
    1. If the input file does not contain PSTricks code, use dvipdfmx.
    2. Otherwise, use dvips followed by ps2pdf.

pdflatex

  1. The input file with graphicx package can only import PNG, JPEG and PDF images. EPS images are not directly supported. (However, epstopdf package may be automatically loaded in TeX Live 2010+ by graphicx)
  2. The input file can only use TikZ code, PSTricks code is not supported by default.
  3. Invoking pdflatex filename.tex will produce filename.pdf output that is self-contained.
  4. If the input file contains long url, the resulting url in the PDF will be nicely split into several lines.

xelatex

  1. The input file with graphicx package can import PNG, JPEG, PDF, EPS images, using xdvipdfmx driver. Like dvipdfm(x), EPS images are converted to PDF by gs on the fly. But the compilation time is sometimes too long.
  2. The input file can use TikZ and PSTricks code.
  3. Invoking xelatex filename.tex will produce filename.pdf output that is self-contained.
  4. The input file supports unicode.

To be continued....


The top answer gives you what to choose, but you might see other variations that might confuse you. The TeX formats and engines summaries the relations between engines of formats:

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