She's beauty and she's grace, she's my keyboard's lovely faaace... that's right, the keycaps. The thing everyone sees first when they see your beautiful mechanical keyboard creation. They don't affect how your keyboard works, but they do affect how your keyboard feels.
The shapes
Often when you are shopping around for keycaps, you'll see a combination of some letters in front of the keycap name, like SA, DSA, DSS, XDA, KAT, DCX, MT3... these are all describing the profile, or shape, of the keycap.
Each shape is different, and there's no real pros or cons to any of them. They will almost always have the little Cherry MX style plus + underneath, so they will fit on your switches of choice, but the feeling will definitely be different. For example, if you're coming from a non-mechanical keyboard like a Mac keyboard, you might prefer something more low profile, like DSA.
Other profiles like SA and MT3 are very tall. They are based off of older keyboards (a lot of SA keycaps are actually still made with molds from the 1970s), and give your keyboard a very classic feel, but you might need a wrist rest or something to get used to them.
One last thing on the shapes of keycaps: sculpted vs uniform are terms you might see regularly. If something says that your keycaps are sculpted, then that means each row of keys has a different shape and height. If your caps are uniform, that means all of your keycaps are the same shape and height.
You often won't run into issues with these shapes if you're putting your caps on any ol' standard board. But, with sculpted caps in particular, you don't want to put something that's supposed to be on the top row (referred to as row 1 or R1) on the bottom row (R4). It won't match the height properly! So, when you're looking at keycaps for a particular board, if you have a board that has some unusual keycap sizes (like a short Shift on the right side, or extra function keys), make sure you have those rows covered in the keycap set you're about to buy.
The printing
Another set of terms that you might regularly see when you're looking at keycaps are dye-sublimated and double-shot.
Both of these are the processes that are used for creating the legends on your keycaps (as in, the alphas, the mods, etc, which are legend types we talked about previously). There are other types of printing (like pad printing and UV printing) on caps that is less durable and might fade over time, but you mostly see those on cheaper knock-off sites, so I won’t get into those.
Dye-sublimated, or dye-sub, means that the legends are printed onto your keycaps using a really high heat process, and double-shot means that injection molding is used to add the legend (it's an entirely separate piece of plastic).
Both of these are high-quality ways of having your keycaps look great!
There are some differences between them, though.
Double-shot legends tend to look sharper, and because they're separate pieces of plastic, they can be any color you want.
Meanwhile with dye-sub caps, the legend pretty much always has to be darker than the cap color itself.
That being said, because dye-sub keycaps are printed, you have more flexibility on fonts and novelties (which are fun designs and icons on your caps) for your keycaps. It's possible to have fun fonts and novelties with double-shot as well, but that will be more expensive because they have to make new plastic molds for every custom cap.
Both of these types of caps are pretty high durability. Double-shot is the most durable of all (because again, separate piece of plastic), but dye-sub is the second best thing on that front.
If you see double-shot or dye-sublimated in a product description, you can't go wrong!
Swapping, mixing, and matching
What's great about keycaps is that you can mix and match different keycap sets and combos to make your keyboard your own. Swapping out your keycaps is as easy as just... pulling them off of your keyboard. It will feel like you're going to break it, but trust me, you aren't!
Using a keycap puller, you can pull off caps as often as you like, and plop in new ones to make the keyboard of your dreams.
Personally, I like all of the shapes of keycaps and choose more based on the color than the shape myself, because life is too short for your keyboard to not be pretty.
I've had both double-shot and dye-sub keycaps on multiple boards, and nothing has ever faded or worn out in the past several years that I've had them. Swap things, experiment, and make it your own!