-K and M series lenses are notable for their all-metal construction and lack of an "A" contact. What this means is, with Pentax DSLRs, you'll have to use stop-down metering mode. They are, obviously, manual focus. Longer M series lenses will usually have built-in, sliding hoods.
-A series lenses tend to be a mix of metal and some plastic construction, but are considered rugged none the less. They have the A position on the aperture ring, allowing for the full range of metering functions with most any Pentax SLR. They are also manual focus.
-F and FA series are both autofocus. There are differences in body design, but most share optical designs. I'll let someone else cover the differences here.
-FA J series lenses are inexpensive, and have all of the features of FA series lenses, less the aperture ring.
-D FA series cover the full 35mm frame, but are also coated for digital use.
-DA lenses are optimized for the APS-C size sensor on Digital and won't function properly on most Film SLRs.
That ought to be a start. As for the K, M, and A series lenses, my advice is to not let the extra work in using them scare you. In the long run, you'll learn more about photography and ultimately be stronger for using them. I hope that helps.
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