Killifish are adapted to extreme environments of various kinds. Only some are annuals. Others inhabit desert pools where the water gets very hot, others live in hypersaline lagoons that are more salty than the sea. Quite a few come from estuaries and mangroves. The bottom line then is that most killifish come from places where there are few other fish, so they tend not to be well adapted to community tank situations. Serious killifish keepers tend to keep them one species per tank, usually in ratios of one male to several females because of their social behaviour. Needless to say, given species that come from habitats as varied as mountain streams to shallow seas, each species will have it own requirements in terms of water chemistry, temperature, current, and salinity.
There are some community tank species though, and these are usually the best ones to begin with. Among the African species,
Aphyosemion australe is one of the nicest, and combines well with things like pygmy corydoras and neon tetras. A step up in size is
Pachypanchax playfairii, a very hardy species from Zanzibar.
Aplocheilus lineatus is a widely traded Asian species. Both
Pachypanchax playfairii and
Aplocheilus lineatus get quite big, up to 10 cm long, and are confirmed predators, so you need to be careful with tankmates. There are some nice American species, but the only widely traded one is the subtropical species
Jordanella floridae, a species very like a dwarf cichlid in size, shape and behaviour. As it happens,
an article of mine on this topic just got published over at Tropical Fish Finder, so you might want to have a look at that for more depth.
Cheers, Neale