You are correct that carapils will aid in head retention. Pretty much all of the specialty malts will, to some degree. The grains that can be steeped are ones where the conversion of starch to sugar has already been done in the manufacturing process by the maltsters, so all you are basically doing with a steep is to rinse off the sugars that have already been created for you. These sugars vary in there fermentability, and the more dextrinous ones, or the higher protein ones, will give the added body and retention properties. (although they all will aid in this, to some degree.)
The type of grain used very much depends on what you are wanting to brew, and the effect you want to get from the grain. They all have varying degrees of intensity of flavour, and colour variation. Often, a combination works well, for example, caraaroma works well with carafa. The chocolate/cofee like dryness of the carafa offsets and balances the deep caramel and toffee of the caraaroma. It's a bit like lemon juice and sugar on your pancakes.
Alternatively, you can have combinations that are quite similar in their flavours, but varying in their intensities and with subtle differences, which helps to layer the flavours and create complexity.
As has been said, the grain descriptions on craftbrewer are excellent...its exactly the same info that the producers give, but it saves having to go to each malt companies site individually to be able to compare one to the other....it also says whether the grain can be steeped, or must be mashed.
Also, have a read of some beer descriptions, such as in BJCP guidelines. (but remember they are guides.) The flavour descriptions help with grain choice, because they use similar wording to what the grain manufacturers do as far as what characteristic a particular grain may give.
