Yes, absolutely.
For the sediment filter, there are differing micron sizes, typically 1, 5, 10, 20 and 50. Most people use 5 micron.
There are string wound and melt-blown polypropylene cartridges, as well as pleated polyester cartridges. I am partial to gradient-density, grooved, melt-blown cartridges (PM me for more info), as they have more surface area than the regular cartridges, so they last longer and perform better. They have a progressive micron density - from larger on the outside, to smaller on the inside.
For carbon cartridges, there are granular cartridges (GAC) and carbon block cartridges, the latter come in differing micron sizes too (most people use 10 micron). Not all are created equal and it's a good idea to look at how many gallons they are rated to process chlorine from, as chlorine will ruin your membrane.
Membranes differ too - but the differences are more subtle. Most have a 96% rejection rate or better.
Not a lot of difference in DI, you can find colour changing or non colour changing, most are mixed bed cation and anion resins.
Jenn