There are many kinds of roe, because there are many kinds of fish. If you have an Asian market near you, that's probably the cheapest place to get all kins of roe. I love salmon as well as tobiko (flying fish), and shad. All kinds really. Some roe is squishy, others firm. Many are salty, some are sweet.
Caviar is sturgeon roe from a specific place- the Caspian and Black seas (in Russia), and very expensive.