To be fair I have come here with exactly the same question and I don't believe the FAQ does a good enough job of explaining the files. For a non-CF installation what file should we be downloading ?
Embedded with serial console - Xg implies the image size: 1g is a 1GB image, 2g is 2GB image; amd64 implies 64-bit, i386 implies x86 a.k.a. 32bit image; nanobsd is the embedded serial console variant.
pfSense-2.0-RELEASE-Xg-amd64-nanobsd.img.gz
Embedded with VGA output - Xg implies the image size: 1g is a 1GB image, 2g is 2GB image; amd64 implies 64-bit, i386 implies x86 a.k.a. 32bit image; nanobsd_vga is the embedded with VGA output variant.
pfSense-2.0-RELEASE-Xg-i386-nanobsd_vga.img.gz
LiveCD or Installer CD image to be burned to optical media - i386 implies x86 (32bit), amd64 implies 64bit variant; iso instead of img tells you this is a liveCD/ installer rather than embedded variant
pfSense-2.0-RELEASE-i386.iso.gz
Live or Installer iso to be flashed to thumbdrives or other USB bootable media - memstick tells you this is for thumbdrives a.k.a. memory sticks; i386 implies x86 (32bit), amd64 implies 64bit variant; iso instead of img tells you this is a liveCD/ installer rather than embedded variant
pfSense-memstick-2.0-RELEASE-i386.iso.gz