Five needles seem to be most common in German-speaking countries and Central Europe. In other countries, there might sometimes be only four. You then distribute the round across three needles and knit with the fourth.
Another variation involves three short, curved needles for socks, gloves, and other items with a very small diameter. In this case, the two halves of the round are distributed across two curved needles, and you knit with the third. This is good for people who find eight or ten needle tips simply too many to handle.
I also have a set of double-pointed needles with six different sizes; each set contains six needles.

There are also very short needles (10 cm) that you can use, for example, for the fingers on gloves. I don’t like using those, though, because the tips poke into the palm of my hand.
Of course, sets of double-pointed needles also come in a wide variety of materials. You’ll have to try them out to see which ones work best for you. For thin sizes, I prefer metal because I can knit quickly with them and it doesn’t break as easily. For thick sizes, wood or plastic works well too—they’re lighter.