Banzai:
As a daily visitor to the most popular spey forum, I can tell you that the most common topic, bar none, is: which line works best on what rod. Spey rods are more line-critical than most single-hand rods in that the optimum line can make your rod come alive and your casting seem to improve by several orders of magnitude.
There are different styles of spey lines (as well as different sizes), and most spey casters come to have strong preferences. Briefly, they are:
1) Short head lines. These are relatively short, bulky floating (usually) bellies backed by long, thin shooting lines; either integral lines like the Rio Windcutter and new "Skagit"-style lines used with sinking tips and frequently, big, heavy flies; or Scandanavian heads, 3 - 3.5 times the rod's length, used with the Scandanavian "underhand" casting style. These lines are easy to cast, and shoot impressively far, but then require that the running line be stripped back in before the next cast.
2) Medium head lines, such as the Rio Midspey and Scientific Anglers Mastery lines, with integral running line behind bellies of roughly 55-75 feet. As with all spey lines, these can be either all-floating, or floating bellies with a front loop to which is connected either a floating tapered tip or sink-tips of various densities, usually from 10 to approx. 17 feet. As you'd expect, these are good-performing lines for the majority of spey rods and users.
3) Long-belly lines, such as the Scientific Anglers XLT and the Rio GrandSpey, with gradually tapering bellies from 75-100 feet, in front of enough running line to bring their total length to 120-150 feet. These lines are favored by spey casters who prefer the traditional feel and styles of spey casting, in which the line is simply picked up and recast after the end of the previous downstream drift, with no need to shoot or retrieve running line. (As it happens, just a few days ago, a competitor in a casting competition in England broke a 19th Century record by casting a customized XLT 68 yards/204 feet! Lance Armstrong, eat your heart out.)
4) Double taper lines, which were the spey line until fairly recently. Although they can't quite match the casting dynamics of long-belly lines, DT's are inexpensive, user-friendly lines at normal casting distances. (A double taper should be one or two sizes larger than the normal rating of a given spey rod, so a DT10F should work well on your rod during your learning phase, until you get a clearer idea of what kind of line you'll prefer.)
Within the last year, spey line makers have agreed on weight standards for the various types of spey lines, so soon it will be a little easier to buy a suitable spey line on your first attempt. Beginners usually do better with a heavier line, within the range of suitability, because it's easier to feel the rod respond to loading. More advanced spey casters who are more attuned to the subtleties of their spey rod's action often prefer a lighter line.