Generally, there are two kinds of tofu--the Chinese style block ones and the Japanese silken ones. One of the Japanese brands readily available here is Mori-Nu.  The good thing about Mori-Nu is that it is shelf stable and easy to transport if you live in a place where access to tofu is difficult.  You can firm it up by slicing or cubing it and then freezing and defrosting.  Mori-Nu has a website with a lot of tofu recipes--also Akasha Richmond wrote a book a few years ago--The Art of Tofu--with excellent tofu recipes. You can also substitute the Chinese style ones, although for the baking recipes I use the silken blocks.  Having said this, I usually use the silken boxes for baking or dessert applications and prefer the Chinese style ones for meals.

Of the Chinese style ones, you can get the ones sold in water at the Asian grocer. You can also purchase them in the grocery store--House and Nasoya are two popular brands.  Trader Joe's has its own brand as does Whole Foods.  The Chinese style tofu is usually marked as soft, medium, firm or extra firm--this indicates the amount of pressing the tofu has received and its general sturdiness.  In my house we prefer the medium tofu since it is sturdy enough to withstand most applications but still has a custardy texture.  If I am using it in a recipe that calls for firm  tofu then I am sure to press it.  Pressing tofu involves putting the tofu on a board layered with dishtowels or paper towels, putting another layer of dishtowel or paper towel on top, followed by another board and then some cans piled on top.  The weight of the cans presses water out of the tofu and makes the texture more dense.

There are people who are fans of freezing and defrosting tofu.  When the tofu is frozen, the ice that forms changes the texture of the tofu. When defrosted, the tofu has more holes and a chewy texture.

There are so many ways to cook tofu it is very hard to respond with simple suggestions .I think you need to just look around for some recipes you might like and start cooking.  I have heard of people substituting tofu for fish in some recipes, but I have never had much success doing so. Since tofu is bland you want to find a recipe that is bold enough to have a satisfying flavor or complements the tofu's delicate taste and texture. Another book I recommend is This Can't Be Tofu by Deborah Madison, which is not vegan (or even vegetarian--I think there's a shrimp thing in there) but about 90 percent of the recipes are vegan and many of them are very flavorful.

Also, if you subscribe to VegNews, I heartily recommend the Spanikopita recipe published a few months ago using a herbed tofu feta that marinated in brine for 24 hours.