Servo Differences
Any brand of receiver should work with any brand of servo. Once the receiver decodes the signal it's always the same.
Transmitters and receivers have to both be positive or negative shift to work together. Futaba, Hitec, and Tower all work together. I think JR and Airtronics use the other shift. Hitec has a shift-selectable receiver; expensive transmitters may also do this.
Most connectors have some way of polarizing the plug so you can't plug it in backwards (it won't hurt anything if you do but it won't work). Futaba for example has a tab along one side of the plug, and a notch on the side of the socket. There are universal connectors that work with any brand. You can also "modify" the plugs with an xacto knife (e.g. cut the tab off a Futaba plug to get it to work with a Hitec RX).
Several of the brands also let you buy servos with any style of plug you want.