For a quick explanation on the different types of sensors, you can check out:
http://www.dpreview.com/learn/?/Glossary/C.../Sensors_01.htmIt used to be that CCDs yielded better pictures, since CCD technology was specifically developed for imaging, while CMOS sensors evolved from a much older technology that was adapted to imaging.
I think CCDs still have the edge for very specialised applications, but as mentioned by Alex, you'd be hard-pressed to tell the difference in common digital cameras.
Mat