You are correct that the different implementations are not compatible. There are no radios I know of that support more than one digital audio mode. Most desirable is a matter of opinion. C4fm from yaesu is easiest from what I was told, never used it. DMR is the only one supported by more than one manufacturer. DMR is the only one I've used. DMR is roughly 5x as complex as an analog FM radio to configure. My first radio was a DMR radio. I own 3 of them. I use my yaesu vx-6r and quansheng uv-k6 analog FM only radios the most. The quansheng is a great first radio if you aren't certain you will stick with the hobby, dirt cheap. If you are looking at analog radios, I would stick to radios supported by chirp. If you are set on a digital voice radio, go on repeaterbook and look at your local repeaters. An HT is only going to reach repeaters 10-15 miles away at most depending on terain without an external antenna of some kind. The best digital mode for you is the one with the repeater you can reach. Without that you need a hotspot or you overpaid for a feature you never use.

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Talk groups to me specifically means working with the digital audio; DMR, c4fm, dstar, m17, opensky, mototrbo, and p25 are the ones I can think of off the top of my head. The last 3 are mostly on professional radios and rarely used by hams near me. Opensky I think is basically dead even for professional use. P25 is king for emergency services right now, but they are often encrypted. APRS, winlink, js8, and SSTV are part of a long list of digital modes that pass non audio data in the digital encoding. Think like a modem back in the day. I convert an image or text to a noise pattern then convert back at the other end. APRS is sometimes built in to radios, more often on digital audio radios but doing digital audio modes isn't a requirement to have aprs. All of those digitals modes and others can be used with analog radios if you have the interface cables or even just by audio coupling to a computing device that understands the encoding. For example, I have captured SSTV images sent from the ISS just by holding my VX-6R next to my android phone running the robot36 app. I have also APRS reported my location using my VX-6R and aprsdroid app on android by holding the PTT and then hitting the send position button in the app. This last one is not ideal because you are clogging the airwaves with a transmission far longer than it needs to be, fine for testing or emergencies though. Fldigi on a laptop with an audio cable to a quansheng radio will get you a ton a digital modes for not a lot of sats if you already have the laptop. Then you just need to find someone in range to play with. Digital audio is going to cost about 2x the other digital modes to get started last I looked.