Cornmeal is one of the more versatile cooking ingredients available today, and cooks have a wealth of choices if they want to pick up a ground-corn ingredient. But one area where cornmeal needs a lot of care is with substitutions. It's not that easy to substitute one type of cornmeal for another. While some foods are more flexible and don't change the end product too much (for example, substituting honey for granulated sugar), with cornmeal, you can easily ruin the texture of a finished dish if you use the wrong type.
It should go without saying, but remember, the color of the cornmeal affects the color of the final product. Sometimes this isn't a problem -- if you're using cornmeal to dust the bottom of a pizza to ensure it won't stick to a pan, no one's going to care what color of cornmeal you use. But if you're trying to make a cake and want the cake to look a certain way, color will be important. Polenta, for example, is generally yellow.
Very finely ground cornmeal gives a final product a much different texture than coarse cornmeal. Polenta, again, is a good example. You need a relatively rough grind for polenta; too fine a grind will make the polenta seem too heavy and pasty. On the flip side, a cornbread recipe for a sweet, cakey cornbread would use fine cornmeal, while coarse cornmeal would make the cornbread seem crumbly and more grainy.
Sometimes cornmeal products aren't just cornmeal. One of the better examples is masa harina. This is a type of cornmeal, too, but the corn was cooked using limewater (as in lye, not the green citrus fruit), which gives the final product a different texture. You could conceivably use plain cornmeal in place of masa harina if you're OK with a change in texture, but using masa harina in place of plain cornmeal would result in bigger differences between how the final recipe should be and how it actually turns out.
One of the great things about cornmeal is that it's relatively affordable, so you can get a few types and spend some weekends experimenting. Log which types seem to work well in place of one another and what modifications you have to make to produce a good final dish, and you'll be able to build a repertoire of easy cooking substitutions if you find yourself with one type of cornmeal when a recipe calls for another.
Check out a company like Dover Corn Products LTD to browse different types of cornmeal.