They are all pretty cool, but which type you decide on depends alot on your tank size and filtration. Many of the common non-corydora and non-pleco catfish get very very large, and are not suitable for most home aquariums. I don't know much else about them, sorry, but you can check out the catfish section of the forum for more information.
Cories are good for cleaning up leftover food that drifts to the bottom, and are fun to watch. They need to have more of thier own kind, though, and you shouldn't have under 4, though a minimum of 6 is perferable. They also need sand substrate because they they locate food by sifting through the sand with their barbels, and gravel can hurt thier barbels.
Plecos can get large if you are not careful of which species you buy (sailfins and commons get over a foot long, while a bristlenose stay under 6 inches), and are messy, so they require heavy filtration. They will clean most types of algae, and can starve if there is not enough food for them. (Its wise to wait to add them until there is actually algae in the tank- don't add them early unless you are sure to feed them algae wafers so they don't starve.)
Thats all pretty basic info- you can check out the catfish section of the forum for more specific info.