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In regular poker, each player is dealt a complete hand, while in Texas Hold 'em, players are dealt two "hole" cards and then use five community cards to make the best possible hand. As for which game is more fun, that is subjective and depends on personal preference.
Although not as popular as it once was, Limit Hold'em is still widely played all over the world and online at PokerStars. It's a great game for beginners, as the risks are lower than in No Limit Hold'em, plus the skills you learn in Limit can be useful when moving on to play other poker games.