There are many different types of needles on the market, as well as specialty needles. Many dealers, instructors and fellow embroiderers might suggest a variety of recommendations. I have not found it necessary to use many different needles for different projects (I've had great luck using a size 11 sharp for almost everything), but it may be helpful for you to try different types and sizes of needles. In my experience, I'd ultimately recommend sticking with what works best for you and your machine. 

Sharp Needle
These needles have a sharp point that penetrates most fabrics. Sharp needles work well with woven and knit fabrics, and work well penetrating heavier fabrics like denim and canvas. I like this needle the best because the small point leaves a very small perforation in the fabric, and that makes my embroidery look crisp and clean, well-defined.

I'm often asked about my needle choice. I've always used a size 75/11 sharp needle. The eye size is perfect for 40 weight rayon or polyester embroidery thread. And I've embroidered on everything from fleece to cardstock to lace with a size 75/11 sharp needle, and had great success.

Universal Needle
Similar to sharp needles, universal needles are sharp enough to penetrate most fabrics, and work well with knit and woven fabric. The tips are slightly rounded and tapered so that it slips through the weave of the fabric like a ball point needle, rather than cutting through the fibers as a sharp needle does.

Ball Point Needle
These needles have a rounded point, which is designed to slip in between the weave of the fabric, rather than penetrate through it. Ball point needles are designed to be used with knits like T-shirts and sweatshirts. A sharp or universal needle could possibly cause a slight tear or run in the fabric because of the sharp point cutting through the fibers.

You might find that some experienced embroiderers recommend a ball point needle for knits. However, I've always used a sharp needle on knits, and never had any problems. I've experimented with both ball point and sharp needles on knits, and I got the same results with both needles. If you ever experience any slight tears, runs or "fuzziness" around a design and are using a sharp, universal, or embroidery needle, then try changing to a ball point needle.

Embroidery Needle
These needles are designed specifically for machine embroidery use, and for use with rayon and polyester embroidery threads. Embroidery needles work well with all fabrics. The eye of these needles is larger and longer than universal needles. And embroidery needles have a special, deep scarf on the front, plus a rounded point, which protects the thread from shredding and breaking.

While embroidery needles work well on all fabrics, I still recommend a sharp needle when embroidering directly onto water-soluble stabilizer. If you use an embroidery needle when making freestanding lace, that rounded point may stretch the water-soluble stabilizer, whereas a sharp needle will perforate neatly through it.

Leather Needle
The leather needle is designed to be used with leather and suede. It has a wedged point that allows the needle to better penetrate the thickness of suede and leather and leave a smaller perforation.

In my experience, a size 80/12 leather needle works the best. Unlike fabric, leather doesn't have a weave. It needs special attention and this essential needle.

Thick Thread Needle
Needles for thick thread have extra large eyes to accommodate the thread size. When working with a thick thread, like a 12 weight wool, use a size 110/18 universal needle.

Metallic Needle
Metallic needles are designed to be used specifically with metallic thread. These needles have a larger eye, which allows the thread to pass through with ease.

I've also used 75/11 sharp needles with metallic thread and have had excellent results.

Needle Care
There is a variety of opinions on often to change a needle. In my experience, as long as the needle is performing properly, there is no need to change it. However, if you start to notice rough stitching or thread breaks, change the needle immediately. As an estimate, I can suggest changing your needle every 50,000 to 60,000 stitches to keep it sharp and sewing as crisp as possible. You may need to change the needle more or less often depending on the type of fabric you use often (thicker, denser fabrics may dull the needle faster, requiring you to change the needle more frequently).