I just want to develop some Java and Python applications on Windows XP. Which version should I be using:
The Eclipse Classic version comes with Java support out-of-the-box. The version for Java Developers might just have a couple of packages more specifically tailored to a Java development workflow.
Find a comparison chart of the different versions here.
In any version you can install other packages using the built-in Eclipse installation/update system.
For developing Python applications with Eclipse you will definitely want to install PyDev.