I can help you out with some of this.
>>So, All males will be very brightly colored right? And the the females will be dull. Does this apply to all species?
In general, males are more brightly colored than females, but that's only in general. Not all males are colorful & not all females are dull. Eve has some particularly bright females. You should check out her phot gallery.
>>How do I know which species to buy?
Unless you order it online, you're probably only going to be able to find C. collaris since they are the most common.
>>When I go to pick out my lizards, do i try to get the biggest fattest lizards possible?
Check the base of their tail. If the bones are sticking out, they probably aren't that healthy. If you go by sheer girth, you may end up with a gravid female which you might not want right now. Another problem with this is that collareds will puff up when threatened to look bigger. So you should go for the base of the tail.
Kristin