In-duct humidifiers, installed on a hot air heating system are the most convenient. They are plumbed into the water supply and drainpipes, so they don't need to be filled.

There are two main types or room humidifiers: Humidifiers which release cool moisture and warm-mist vaporizers, which use a heating unit to boil water, then cool the steam. Humidifiers cost $40-$120.
The warm-mist models are cheaper to purchase, but the heating element uses more electricity.

Humidifier output can vary in output anywhere from 1 to 14 gallons per day (3-8 is typical). Tank capacity is typically 2.5-5 gal., so they must be refilled several times a day. Consumer Reports found manufacturers ratings can be off by 25%.

Humidifiers fall into two sub-categories:
Evaporative, which uses a fan to blow air over a wet wick
and misting humidifiers which create a fine mist or spray which is then blown into the room.
Misting humidifiers can be broken down into impeller humidifiers, and ultrasonic which use high frequency vibrations to atomize water.

The ultrasonic and impeller models also create a small amount of mineral dust which can collect on furnature and harm computers over a period of time. Use of demineralization cartridges or distilled water can fix this problem.

Traditional evaporative humidifiers can be loud because of the fan.

Both types need to be cleaned regularly. Vaporizers to remove mineral deposits left in the unit and cool water humidifiers to avoid bacteria and mold.

Increasing the humidity by 20% also increases the heat index by 2°, so you save on heating. Warm-mist vaporizers add to room heat so not all the electricity is wasted on boiling the water.

Links:
The Best Humidifier | The Sweethome
Proper home humidity level
Home health: humidifiers vs vaporizers
Frequently Asked Questions About Humidifiers
Humidifiers: Best Humidifiers, Humidifier Reviews - ConsumerSearch
Humidifiers at Wikipedia