What is the difference between all the Walking Dead comics?

After watching The Walking Dead on AMC, I decided to start collecting and reading all the comics. I bought the first volume (Days Gone Bye) and noticed on the shelf that there were hardcover books as well. When I checked online, I saw the regular comics and countless different hardcover books of the series. It's got me really confused on what to buy? Will I be missing out on anything if I just get the single volume paperback comics? Do the hardcover editions have any bonuses or extra things that the regular comics don't?|||Some of the hard covers have bonus stuff but i'm not sure what lol sorry