Thats a pretty big question and depending how detailed you want to get I imagine a full answer would be pages and pages. First off, open cell is way different than the other two foams you mentioned, which are closed cell foams. Think Poof football, charcoal packing foam, etc. It is really squishy and used for stuff like javelin and arrowheads, and some stabby tips(but now yoga mat is far more prevalent). Cross linked polyethelene foam comes in a couple varieties, volara being one of them; its pretty good stuff. Its relatively cheap if you get it in bulk, pretty tear resistant, and it lasts a while. Its what I use for my weapons. Another nice thing is that you can get it in 4lb and 2lb densities for progressive builds. One downside(for some applications) is that the thickest you can get it is 1/2" thick so for flatblades you have to layer it(1/4" is SWEET for omnis though) I remember reading once that volara is what edhellen uses, but that might not be true.
I got mine from here"
http://www.foambymail.com/VA.htmlEVA foam(not sure what it is but I think EVA refers to the process of how its made) is a popular choice for things like 4lb boxes. I think some people also use EVAlite as the last blade layer, but that is pretty expensive and I think the other, cheaper options are just as good. You can get pre-routed boxes from some people online(Barley) or you can get 4lb EVA puzzle mats at K-mart, Home Depot, etc.
http://www.kmart.com/best-step-primary- ... ockType=G1The idea behind using these different density foams is that they will make your weapon last longer, be safer, and hit nicer. It allows for less total foam because the higher density foam dissipates the force better, allowing for less of the 2lb density.(very rudimentary explanation, but the best I can do)
Another term you might here is MC foam. Its another popular cross linked closed cell foam. Its two main advantages over volara is that you can get it thicker(2") so you don't need to layer it for your blade and it has very fine cells(mini cell) so plastidip looks really good on it. I don't know if it is as tear resistant as volara though. I got this stuff from the same place as the volara:
http://www.foambymail.com/MC2-/cross-li ... m-2lb.htmlIf you buy over $75.00 worth(and thats a lot of foam) you get free shipping so I think its a pretty good deal. Good luck with your future projects!