In general, there are several types of hosting known today, you may have heard of shared hosting , VPS hosting, dedicated server hosting, managed hosting, co-location hosting. Each type of hosting is basically differ in terms of platform (i.e. windows or Linux etc.), hosting resources (i.e. web space, bandwidth etc.) and level of service provided, hosting fee can ranged from several dollars to thousands of dollars depending on your hosting requirement and the type of hosting needed.
For a general knowledge, go through the web pages listed here for a brief introduction on each type of hosting, you may require them when you start building your website, understanding the type of hosting available can give you an idea of the budget to allocate for your hosting needs. Selecting a good hosting provider is important to the success of your website, you don't want to spend all your time hopping around web hosting provider like a nomad.
Also there is a good section on tips given for building good website that you should not missed, why ? because the tips are gathered from veteran webmasters that has been enjoying SOLID online success in their respective area since very long time ago.