As for the two Facebook options, they are essentially the same thing- if you signed in to both applications, then either one will upload to your Facebook profile.
But if you have two facebook accounts, this works in your favor- you can use the HTC Sense Facebook app for one account, and Facebook for Android for the other account.
Few people would benefit from this.
But if I understand correctly, using Facebook Sense edition links your Facebook contacts and messages to your phone's contacts and messages. And those HTC widgets, the ones that display friend updates, etc, you would need to use Senses' Facebook system for your Facebook profile to be linked to those widgets.