Solder Flux Classifications
For thru-hole work (which it sounds like you are doing) I would go with an active 
flux that is water soluble. You need to wash the residue off since it is corrosive 
and can cause shorts. I have had a number of boards mysteriously come back to life after
a good cleaning. 

For thru-hole parts that may get damaged by cleaning (LED lenses) or SMD parts
with heatsink pads I would use the no clean flux.

I have been using the flux pens from Kester. 2331-ZX for water soluble flux and
the 951 for no-clean. To clean the water soluble flux I use an "acid" brush with
the bristles clipped to around 0.5". I run the board under the hottest tap water
I get (probably around 140-160degF) and scrub with the brush. If I do a small
repair job I will clean with the isopropyl alcohol I have on my bench.

Here some of the whys --

Why you need flux -- to get a quality joint at a lower soldering temperature.
  Using a liquid flux lets you spread the flux better over the two surfaces
  to be soldered. 

Why choose an aggressive flux -- an aggresive flux is more tolerant of soldering
 temperatures. As Leon mentioned this would be a good candidate for a hobbyist.
 I like the 2331-ZX for this. Since these leave ionic compounds you need to clean. 

Why choose no-clean -- eliminates a process step and the issues associated with
 the extra process step. For example for soldering XLamp LEDs I use a no-clean
 flux rather than risk scratching the lens. 

For more details take a look at http://www.finishing.com/Library/flux.html
and the Kester website.