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There are some which make one 6pin PCIE connector from 2 4/3x molex connectors and some which seem to make it from a single 4x molex. Whats the difference and how do i know which one I need to use?
The difference is that one gets power from two connectors and one gets it from just one. Get/use the ones with 2 molex connectors if possible, and plug those 2 connectors into two separate lines coming from the psu, if possible. Note I say if possible several times there, because honestly, you can pull all the power needed for 1x PCIE connector from one molex, but it would lower the current drawn from each connector if you use two.
Extide is definately correct, but here's a bit more of the explanation. PSUs typically have multiple 12v rails, and the whole point of using a dual Molex to single PCIE and separating which lines you connect the Molex side to is to prevent overdraw on a single rail from the PSU. Some PSUs have a single (very powerful) 12v rail, and therefore it wouldn't matter which ones you connected it to, and for those people a single Molex to PCIE adapter is available.
The other point of connecting to separate lines is to reduce the amount of current going through each wire. Reduced current means reduced stress on the wires, and less chance of things heating up and catching fire (not that it really would in the first place).