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What's the difference between an open stud brick, and solid stud brick? Should I watch out on which one I use?
Brick, Modified 1 x 1 with Clip Vertical (open O clip) (part 30241b) and Brick, Modified 1 x 1 with Clip Vertical (part 30241)

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While the difference is most often cosmetic, an open stud can serve as a connection point for bar elements:

Lincoln Memorial pillar bars

This type of connection is less common than simply using the stud as a stud, but if you are looking to buy elements to build a particular model, you might want to check to see if you need the open stud variety.

In addition to the obvious direct bar connection, open studs can also facilitate connections with the tubes on the underside of 1xn elements. Here's a nice picture showing the bar connection I'm referring to from New Elementary:

1xn bar connection

This can be used in combination with an open stud to allow elements to connect at a half stud offset. This technique isn't used frequently in sets, but it does sometimes come into play. For example, it is used to fix the top windows in place on the Parisian Restaurant:

Parisian windows

Window attachment

The combination of bars on the underside of the 1x6 plates and open studs on the windows allow the windows to be held in place firmly despite the fact that their top stud is offset by half from the regular grid.

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jncraton gave lots of great information about connections. Open studs allow for lots of great building techniques. But not all open studs are open simply to facilitate building. Sometimes the studs are molded open for reasons to do with how ABS plastic cools. If the plastic is too thick, it will deform (shrink) as it cools. This is why lots of pieces have open studs, so that they can be formed properly. Not all open studs are open for this reason, but there are lots that are.

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