Every rune can be primary or secondary. When the rune is primary it's effect is greater. So essentially you want to use primary runes about 90% of the time. The only exception to this rule is Quintessencses, they do not have primary or secondary traits and usually carry superior stats to their other rune counterparts. However, you can only have 3 of them.
Marks (Reds): Physical Attack Related
Seals (Yellows): Defense Related
Glyphs (Blues): Magic Related
Quints (Purples): Anything
Here is a list of the primary runes from the LoL Wiki:
Alacrity (Attack Speed)
Desolation (Armor Penetration)
Furor (Critical Damage)
Insight (Magic Penetration)
Malice (Critical Chance)
Might (Attack Damage per level)
Strength (Attack Damage)
Destruction (Armor Penetration / Magic Penetration)
Avarice (Secondary, Gold / 10 sec)
Clarity (Mana Regen / 5 sec per level)
Defense (Armor per level)
Endurance (Health %)
Lucidity (Energy Regen / 5 sec per level)
Meditation (Energy Regen / 5 sec)
Regeneration (Health Regen / 5 sec per level)
Replenishment (Mana Regen / 5 sec)
Vigor (Health Regen / 5 sec)
Vitality (Health per level)
Celerity (Cooldown Reduction per level)
Focus (Cooldown Reduction)
Force (Ability Power per level)
Knowledge (Mana per level)
Potency (Ability Power)
Sapience (Energy per level)
Shielding (Magic Resist per level)
Warding (Magic Resist)
Shen: I usually rune Magic Pen Marks (Primary) Armor Seals (Primary) Magic Resist Glyphs (Primary) and Movement Speed Quints.
Ashe: I usually rune Armor Pen Marks (Primary) Mana Per Level Seals
(Primary) Cool-down Reduction Glyphs (Primary) and Movement Speed
Some general rules to follow when planning your rune pages:
Usually players don't buy runes until they reach summoner level 20 and they can buy tier 3 runes. Tier 1 and tier 2 runes are weaker and are generally a waste of IP.
Buy runes that can be used in multiple different builds. For example, a good place to start would be to buy Armor Pen and Magic Pen marks, they can be used on any champion. Armor seals are also a good way to go, because any champion can benefit from a small armor boost.
Try to almost always make sure the runes you are buying are primary for that type. The exception being maybe a character like Tryndamere who benefits greatly from critical strike runes. Then you can stack your rune page with one type, but it is very rare that you can't make an effective rune page with primary runes.