Excellent questions and points.
There are basically two types of hair extensions:
1. fusion style
There are basically three types of hair used for the two types of hair extensions:
1. 100% human hair
2. 100% synthetic
3. Combination of human + synthetic
As Lea Lea said, if you buy clip-ins with good clips and you prep the hair properly with a band of bobby pins in an X formation, the clip-ins will stay really well. You can also lightly back comb the hair at the attachment points to add even better anchoring.
There are a dizzying array of brands, price points and features. Ultimately do your research and pick the products which work best for your particular hair needs.
If you hair is thinning keep in mind that you don't want to go with extensions which put a lot of weight on your scalp or on strands near where the hair loss is occurring since can potentially worsen your hair loss issues.
I would probably suggest you go with light clip-ins and only wear them for special events to avoid unnecessary wear & tear on your hair.
Start slow and experiment. Once you find a great system for you and your hair you can go from there.