What are the differences in like KDE, Gnome and all the others are there programs that will only run in kde?

Is there any way to have different GUI's for different user?

Where can I get some decent screen shots of different distro's with different gui's?

When you have kde and gnome libraries installed, every program can run (kde program in gnome, etc).
Yes, if you're using graphical login, there should be choice of window manager. if you're using text login, create .xinitrc file in users' homes and write something like "startkde" or "startgnome" inside (without ").
To get screenshots it's a good idea to visit every window manager site. Or you can look at themes.org . It's a site with themes, but there are different wms screenshots.

The differences are too numerous to mention. Few programs need a particular environment running, just that its libraries are installed. A few applications run in the "system tray" and they sometimes do need the environment running.

Yes, how you do this depends on the method used to login. KDM and GDM (the two most common graphical login programs) let you have a drop down menu. From a console or xdm (or login.app) login you can write a startup script. e.g. My startup script: http://david.us-lot.org/linux-config.php

Distros all look the same once you have customised it to your liking. More screenshots can be found at http://www.themes.org/ and my own page: http://david.us-lot.org/linux-screen.php

just some tests!