The most basic Allen wrench is the small L-shaped wrench that comes with the furniture you buy that needs to be assembled at home. However, this basic shape allows you to use the Allen wrench in a number of ways -- assuming you have the right variety of sockets to attach to the Allen wrench.
Alone, the basic Allen wrench has six sides, which allow for better grip when turning a bolt. That means the basic Allen wrench can only be used on hex bolts, as they have six sides themselves. However, you can buy socket sets that allow you to add different types of heads on the Allen wrench. The socket would have the hex bolt on one side, so you can latch onto it with the Allen wrench. The other side of the socket will have a different shape such as a flat head screwdriver, Phillips head screwdriver or start head, which will let you use the Allen wrench with a different kind of bolt. The range of socket types available really depends on the wide range of bolts manufacturers want to develop. Because the Allen wrench is so easy to use, buying a range of socket heads may be an easier way for a new do-it-yourself-er to build up a good range of starter tools.
In addition to modifying your Allen wrench with different socket types, there are also some variations on the basic Allen wrench itself. You can get an Allen wrench with a T-shaped handle, instead of the L shape. The T-handle Allen wrench works much the same way as the L shape; it just has a different grip. You can also buy a ball hex wrench, which is a type of Allen wrench that has a horizontal head in the shape of a ball at its end.