There are two primary systems of meteorite classification, The older (simpler) one classifies meteorites by physical properties. The newer classification system adds chemistry to the mix. Hybrids of the two systems exist.
Before you spend a lot of money on meteorites, I recommend that you learn something about these "visitors from space." A number of meteorite dealer sites have good information for the beginning collector. Eric Twelker's Learn about Meteorites page is a well-organized place to start, as is Jim Tobin's write-up for The Meteorite Exchange's homepage.