The rounded painted kind, in varying fractions of an ounce.

There are a multitude of colors out there.  Are they necessary or

just for show?  Should I be sticking primarily with white, black and chartreuse?  Should I match the color of the jig head to the color

of the bait, ie: white head to white shad, or should I contrast it?

I know the size and therefore weight of the head will be determined by how big my bait is, how much cover I may need to penetrate, rating on rod, etc., but the color choices are confusing.  And what about unpainted.

Do they work as well?

IMHO, they all work. I prefer a 1/4oz that matches the color of the bait I'm using but I do mix it up and try a contrasting color from time to time. My favorite jig setup is a black 1/4oz tru tungsten weedwacker and a Green Pumpkin/black flake or Black with blue flake GYCB Hula Grub.

I fish alot of grubs on unpainted jig heads.  Always have

but on my bass jigs I always paint them.  Mostly brown, black, or green.

Painted or unpainted, both work fine. Don't like to contrast very much though.