NHibernate 2.1 downloads includes 3 factory proxy classes that are available for use to enable Lazy Loading.
What is the difference between each of them that I should use in specific scenarios?
You can learn more about them here:
http://nhforge.org/blogs/nhibernate/archive/2008/11/09/nh2-1-0-bytecode-providers.aspx
and
http://groups.google.com/group/nhusers/browse_thread/thread/2f78857456bde8d6
Basically, the main thing at this moment is: just select one and do it :).