You put down halls in order of preference on your application. Some are for postgraduates, like Kelvinhaugh Gate. The main undergraduate ones are:
Murano: the largest halls, with small (4-5) and large (10-12) flats. They're not ensuite but there's enough toilets and showers so you rarely have to wait. Has a reputation for being the most partying halls but that depends on your flatmates.
Queen Margaret: all ensuite, small flats (5 people). Has a reputation for being quieter but again, depends on your flatmates.
Wolfson: catered, some ensuite, some not. It's not on campus, it's up near the vet school so it has a lot of vet students. There's buses that go to campus though. Has a reputation for being the most close-nit due to the catered style.
Cairncross: some have to share but most don't, it's luck of the draw. It's more hostel style, with long corridors. There's not individual flats, as far as I know.
Student apartments: on the doorstep of uni but you'll probably have to share a room. They're flats of about 5 people.