Round type (thompson etc) dont have any curved grooves machined into them for the ball bearings to ride in like LM guides (flat type linear rail), hence they need more bearing columns to distribute side load as the bearings only make contact on their outer edge, vs a more supported LM guide which has half of the bearing in contact with the rail.
LM guide (flat rail) type generally have a higher load capacity and last longer, but depends on size, you would need to check manufacturer's specs to compare LM and round, then assess your budget and which would be easier to mount.
As for round rail, supported and unsupported, as a general rule, supported should be used for higher load / smaller diameter rail / long span applications etc, and unsupported for short length / large diameter rail or light load use etc.
Check specs, or do a flex test with scale etc.
Hope this helps you at least a little.