Close to a dozen types of spring loaded camming devices (also known as SLCDs or cams) line the shelves of local climbing stores these days. Some are more efficient or lightweight than others, but all share the same basic components. They are spring loaded, they have moving parts and they expand and contract.
Tri camming units (TCUs), the smallest devices, have 3 lobes on their axle, and so have small "heads." The smallest range of a TCU is a "double zero" is narrower than a pinky finger, while the largest ones don't get much bigger than the size of a fat sausage. There are also small-sized quad cams with larger heads (that don't fit as well as a TCU in a shallow crack).
Cams cost more than nuts and hexes, but they fit in parallel cracks and they're more versatile in where they can be placed. Most operate on a single axle, and so can invert in the right (or wrong) circumstances. The Black Diamond Camalot is the only unit that has a double-axle camming system, and so can actually be used as passive protection in a constriction, just like a nut.
What to Look for
Look for a wide variety of cams. Get used to using one brand, whose cams have ranges of expansion that differ slightly from other brands. But then try another brand, and get used to that brand as well. As a climber progresses, it's important that she be familiar with as many brands as possible because she will often be using a friend's equipment or she will lose gear and end up replacing her lost piece with something different (i.e. the least expensive thing on hand at the moment). Finally, the various brands differ slightly in size, and so having a mix of 3 or 4 brands will give you the full range to work with.
Common Pitfalls
Keep your camming units clean and free of sand, grit and grime, and if they get wet be sure to let them air dry as soon as possible to prevent rust. Use bicycle chain lube, and regularly get the cams moving smoothly. Change wires as soon as they begin to fray. Loose pieces of wire can jab uncomfortably into unwary fingers. Finally, prices vary, but don't buy on the basis of cost. A climber should just find the cams that work best for him, and go with that.



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