This how-to video from Ben Sittig, a.k.a Huge Fly Fisherman, is all about the different kinds of fly lines. He delves into fly-line shapes, weights, densities, and configurations and explains a little bit of what each kind of line is useful for. As usual, there are a couple pro tips dropped in, as well, so pay attention.
There are tons more posts about fly lines on this blog: podcasts, posts, and videos. To learn more, click here.