Some things I have learned, but took a little while to figure out:
PL259 attaches to SO239. The numbers are the military designation. But yes, they actually do go together. They are also referred to as UHF connectors. Installing a soldered PL259 with a gas (propane/butane) soldering iron is tricky - the flame heats the surrounding air enough to melt the plastic insulator in the center of the PL259, unless you're quick. Solderless connectors are generally easier to install, and so far, they've worked just fine for me.
If you buy a vertical whip antenna that says it's already a certain wavelength, don't trim it. The physical length is not necessarily the same as the perceived electrical length. Use the SWR to find out if you're resonant on a given frequency, then trim it if necessary.
If you DO trim it too short, you can fix it by attaching a length of wire to the tip. I recommend you wrap the end of the wire tightly around the top of the antenna, and then align the length of the wire with the antenna (basically, it should look like an extension). Even if your antenna is coated, since RF travels on the outside of the wire, you should still get a decent capacitave coupling, providing you wind it good and tight. Trim the wire as needed for a good SWR.
If you want to connect your handheld to an antenna with a PL-259 plug, don't get the direct adapter - it stresses the antenna base on the handheld. Get a cable with the SO-239 at one end, and the appropriate connector for your handheld at the other. It's less likely to damage your handheld.