1.) Electrical

These are the most common type of signs in use today and most of the exit signs you see on eBay will be of this type. You should expect them to have a small battery which they will charge up when the power is on. They will then use the battery to light the sign during power failures. 90 minutes is a common standard for how long they should run themselves by battery. Red and green are the standard colors. Local regulations may limit which color you can use in your area. They can be subdivided by the type of bulb that they use:

Incandescent:

The original and most common kind. They are favored by contractors because their purchase cost is the lowest. Their main problems are that the bulbs will burn out and require replacement fairly often. 1,000 hours is a common incandescent bulb life expectancy. They will consume the greatest amount of electricity during normal operation, making them relatively expensive to run. Vibration may shorten the life expectancy of the bulbs. They may be bright enough to light up a small area around them.

Fluorescent :

These use small fluorescent  bulbs. They are cheaper to run and need less service than incandescents. They may be bright enough to light up a small area around them.

Light Emitting Diode (LED)

These tend to be the best all round sign available today. LEDs require very little power to run, have about a ten year half life (depending), are mostly unaffected by heat, cold, and vibration. They may be bright enough to light up a small area around them.

2.) Photoluminescent aka "Glow-in-the-dark".

They will absorb light when in a lit area and let the light back out when it is dark. These are slightly better than nothing, require no maintenance, and will continue working for years. Their main drawback is that they are faint, even when fully charged. They will dim down to unusability in a very short time.

3.) Tritium signs.

These signs are built around glass tubes that contain Tritium, a form of Hydrogen. Positive features are that they require no electrical connections, no maintainance, no charging, and are immune to heat, cold, and vibration. They will lose one half their brightness every twelve years, so the age of a sign when you buy it is a valid concern.

Negative features are that they will only illuminate themselves, (not their surroundings) and the Nuclear Regulatory Commision (and therefore eBay) have mixed feelings about allowing civilians to have them. eBay may pull listings if they feel that the sign is being bought by or sold to an American address. Persons in the rest of the world should be OK.

4.) Electroluminescent

These are almost never available on ebay. They have a large flat plastic sheet in them that glows green when supplied with AC current. They have very even lighting across all parts of the sign. They are highly reliable and are not affected by their environment. They will not light up their surroundings.