ALA is the typical alpha lipoic acid you'll find most companies selling, it contains a racemic mixture of both the R and S enantiomers. enantiomers differ only in how the groups of that molecule are arranged around a central carbon atom. in the body, the difference in arrangement can mean many different properties.
there's a bunch of studies that have been posted in the boards that explain the differences between the two enantiomers in the body. do a search for ALA, and check the sticky in the supplements forum, and you'll see what i mean.
as for which to take, it's really up to you. R-ALA is probably the better choice, but many still recommend racemic ALA since it's more cost effective in most cases.
as for GLA, it's gamma linolenic acid, a fatty acid that is completely different from ALA. it has alot of benefits. the most noted is probably using it for healthy skin. i believe it also has some effect on glucose uptake, which would explain why some people combine it with ALA. someone else will have to explain that further.
also, occasionally, you'll see alpha linolenic acid abbreviated ALA. it's an essential omega-3 fatty acid, totally different from alpha lipoic acid. on these boards, i think it's safe to assume that when someone is talkin about ALA they mean alpha lipoic acid.