There are two main types of finish you can get, but I would recommend a "honed" finish as it is the easiest wearing. Before I knew the difference I had a polished finish installed in my kitchen, and it's great, but it definitely feels messy more easily and makes me want to clean it more often. The shiny finish is the more uptight of the two.
Honed Finish - Created by sanding the surface so that it has a soft, matte finish, honed marble won't show scratches as much, shows the stone off as a little less bright and is more susceptible to staining as the pores are open. Sealing is therefore the solution.
Polished Finish - Polished to a shiny exterior, this finish won't stain as easily but it can scratch and etch. Polished surfaces are shiny and bright, but they will be worn down in time. If you prefer the worn look, go right for honed and skip the polished.