When deciding what skateboard wheels to get, you need to have an idea of what you will be using them for. There are generally two distinct types of wheels with exception of hybrid wheels. These are cruiser wheels (for commuting) and street wheels (for tricks).
The biggest difference between these wheels is the hardness of the urethane which make up the wheel. Cruiser wheels are always softer and often larger in size which offers a much smoother ride and street wheels are much harder and often smaller in size which makes tricks easier to perform.
If you are buying a skateboard for commuting and cruising down the esplanade, a cruiser wheel is what you need. They are much softer and are available in larger sizes which makes them much smoother over rough terrain. They also offer much more grip and stability which is great for cruising.
If you are buying a skateboard because you are interested in learning tricks, then a street wheel is for you. They are much harder and often much smaller than a cruiser wheel which makes them lighter and much easier to perform slides. This is important to perform tricks as the lighter the board is, the easier it is to get it up in the air and many tricks require the wheels to slide.
If you are on the fence as to what skateboarding you will be doing, there are wheels available that offer the softness of a cruiser wheel and the smaller size of a street wheel. This will give you the ability to cruise without sacrificing too much of the trick-ability of the wheels.