Do some reach further than others, and are some better for penetrating walls?
Yes, with each new standard of wifi, the range and potential speed increase. Generally, the higher frequencies give better overall throughput, but have less tolerance for obstacles obstructing the signal.
ETA: I know that doesn’t explicitly answer your whole question, but I’m too drowsy to look up the specifics. I’ll pop back in in the morning if no one else has beaten me to it.
I just realized that I should have used the word “farther” (describes physical distance) instead of “further” (describes metaphorical distance). Sorry about that.
Ok, so even though the Wikipedia article on 802.11 (the IEEE standard for wireless devices) gets a little heady in spots, it has a fairly straight-forward chart with all of the different standards throughout the years and their various ranges and bandwidth capabilities. Unfortunately, it doesn’t touch on signal penetration specifically.
Botched the url and missed the edit window. Here’s the url again : http://www.wikipedia.org/ieee_802.11
Look under the Protocols subsection.
Fixed. I tried to link directly to the relevant subsection, but somehow boned it. In the process of trying to edit the original link, time ran out on my edit window. I’m on my phone right now, so autocorrect + Tapatalk = bad links 
There’s a range comparison chart here in the wikipedia entry for 802.11n which also looks at the previous stds and their ranges.
Something to consider though is that 802.11n can run in both the 2.4 and 5 ghz bands and there is a lot less traffic in the latter.
Also, since both bands are technically microwave bands (300mhz - 300ghz), you’ll have the same transmission issues as with other microwave transmissions. So indoors, if you have steel studs in your walls, that will cause more problems that if you have all wood frame construction. Similarly, concrete/cider block walls will reduce your range more than sheet rock.