RFID Standards:
125 Khz (low-frequency) tags are write-once/read-many, and usually only contain a small (permanent) unique identification number.
13.56 Mhz (high-frequency) tags are usually read/write, they can typically store about 1 to 2 kilbytes of data in addition to their preset (permanent) unique ID number.
860-960 Mhz (ultra-high-frequency) tags are typically read/write and can have much larger information storage capacity (I think that 64 KB is the highest currently available for passive tags) in addition to their preset (permanent) unique ID number.
More Information
Most read/write tags can be locked to prevent further writing to specific data-blocks in the tag's internal memory, while leaving other blocks unlocked. Different tag manufacturers make their tags differently, though.
Depending on your intended application, you might have to program your own microcontroller to interface with an embedded RFID read/write module using a manufacturer-specific protocol. That's certainly a lot cheaper than buying a complete RFID read/write unit, as they can cost several thousand dollars. With a custom solution, you can build you own unit that does specifically what you want for as little as $200.
Links
RFID Journal
RFID Toys (Book) Website
SkyTek - RFID reader manufacturing company (you can buy their products through third-party retailers & wholesalers like Mouser)
Trossen Robotics - You can buy RFID tags and readers (125 Khz & 13.56 Mhz) from here, among other things