OEM versions are mostly bought on-line (ie newegg). NOTE, you can not upgrade your MB and re-install the OEM version. You can if your MB dies and you have to replace it.
Upgrade Version, about the same cost as OEM. But you must own a copy of say windows XP - either that is currently on the computer you are upgrading, or a copy you OWN but IS NOT on another computer - If this is the case you do NOT have to install windows XP then do the upgrade, as you can do a "clean" install using the upgrade version. Just have to do a few extra steps, SEE pg 2:
http://www.maximumpc.com/article/howtos/how_use_your_windows_7_upgrade_disk_fresh_pc?page=0,1
Full versions, way too expensive and very little cost savings buying on-line vs downtown
Windows 8
Revised their OEM Lic to allow upgrading MB and re-using the OEM copy.
Pretty much split on Love it vs hate it.
uSoft, is coming out with a windows 8.1 (Windows Blue) that addresses a number of the problems (HOPEFULLY adds back a start menu, But there a some 3rd part add-ons that provide a start menu ie Start8.
Windows 8 upgrade, Not sure if it will allow a "Clean install", if it does NOT then Skip the upgrade version.