Basics on flash units?

I have a Pentax K-x and am looking to purchase a flash unit but don't know a whole lot about selecting or using one. I just know that I seem to need options for better light in my photos. Do flash units use a proprietary mount like lenses, or will one flash unit work on all DSLR's? Can anyone recommend a flash unit for a beginning photographer who likes to shoot nature/outdoors... and any links to articles that will educate on basics? Thanks for your help!