Cantonese Romanization schemes
The two most common systems are Yale and Jyutping, the latter was invented as late as 1993. I think both are included alongside pinyin in Unicode's table of Chinese characters.

Most native speakers don't use and are not even aware of these systems, especially in mainland China where Cantonese speakers never study their native language at school - it's hardly considered a "real language".
I have heard though that natives tend to use Jyutping, while Yale is used in nearly all English teaching material for Cantonese and is thus more popular among foreigners.

Then there is a third, obscure system with no tone information that nobody uses, except the HK government did when choosing all official, romanized place names, personal names, and so on. Oops. So neither system is good for reading romanized signs, maps et c!

I'd recommend learning and using Jyutping over Yale, for the following reaons:


It's recommended by the Linguistic Society of Hong Kong, who invented it. (Not a huge reason, but noteworthy.)
It is based on pinyin and uses the same letters for the same sounds. I think this is good for a Cantonese romanization system: many, many, many more people know pinyin, thus Cantonese becomes more accessible by being compatible with it and avoiding confusion.
Jyutping distinguishes more sounds and is more accurate.
Jyutping gets tones right, being straight-forward and consistent. It doesn't  mix tone information and "spelling", like Yale (which sometimes uses double a:s or h:s to mark tones). It doesn't ignore tones entirely like the "government system". And there are only 6 tones, unlike the 9-tone model responsible for the linguistic urban myth of "look Cantonese has 9 tones, it's sooo hard to learn".


Yes, it's takes a bit of work to get used to those 6 tones, but tones aren't optional. It's much more frustrating when you eventually speak the language somewhat well, you're trying to read signs with unfamiliar Chinese characters and the romanized text totally lacks tone data! What are you supposed to do, read all permutations and ask a native which one makes sense? 


If you learn Jyutping you can use it to input characters especially in Linux-systems, but also in Windows and perhaps Mac OS X, I think, by using commercial software.