You get 3 types of power supplies..
1. Block with multiple outputs, such as:
Or
These are the same thing as one another. So you are splitting 9v and however many amps they put out through all your pedals. This can sometimes create noise/hum in your pedals and as Peter said, if you run too many pedals on one, it will cause issues. These are the cheapest and if you have 2-3 pedals, probably safe to just use this.
2. Block with individual leads, such as:
Now, this is essentially the same as the above. It is ONE supply, but you can send cables individually. This allows you to keep your pedals neatly wired on your pedalboard as you don't have a million wires. These are often labeled as Non-isolated (more on this in the last option). This is more expensive than option 1 and it gives you slightly more amps, usually, and your pedalboard looks a lot neater.
3. Isolated block supply, such as:
This looks the same as num 2 above, but it's not!! Each output on this type of power supply is isolated, so basically, you are running a separate plug from the wall to that individual pedal. Removing ground hum problems, noises, power defences, etc. These are the most expensive P/S.
This really is the short version of it. There is more to it than this. But, depending on what pedals you have, I'd just stick with option 1 unless you're getting problems like noise, pedals that cut out, etc. You are not going to notice any huge difference in tone or sound if you're running 2-3 pedals.
