Unless you're a die hard wine enthusiast, an all purpose wine glass is a good compromise. If you exclusively drink big reds then you could consider a glass with a larger bowl designed for the reds. Same with the whites or deserts-both are best with a smaller bowl.
Again, unless you're a die hard enthusiast, plain glass will work just fine. If you like the way that crystal diffracts the light and enhances the beauty of the wine, then you can pay the premium for non-leaded crystal.
I personally don't care for stemless, but they seem to be trendy right now. It's a matter of personal taste.