There are three different types of DNA tests. They are Autosomal, Y-DNA and mtDNA. Generally it is an autosomal test that you order from one of the testing sites. These tests can be administered to both men and women, and will trace your ancestry back of both sexes. Autosomal test are limited to going back several generations, possible 4th or 5th generation. This test can be very helpful with finding ancestors and linking you to cousins and others who may help you in the development of your family tree.
The Y-DNA test is administered to Men Only. This test traces DNA back through the Patrilineal ancestry, following the male line only. Since this test is more focused you may be able to get information further back in time, but with less information about family structure.
The mtDNA is matrilineal and traces your ancestry back through the female ancestral line. Like the Y-DNA test, the mtDNA test can trace further back with less information about family structure.
Be sure you understand exactly what you are looking for before you order your DNA and which company offers the DNA test that most matches your needs.