Because home gyms are typically much smaller than your local gym or crag, the name of the game is variety. The more options climbers have the more varied your workouts can be, and you'll be more likely to keep climbing. Plus, different holds will allow you to work out different muscle groups and different climbing moves. If you're starting from scratch with your home wall, check out the Metolius Mega 50 Hold set which gives you a lot of different options and the hardware to install. If your home wall is a bit smaller it also comes in a 30 hold set.
For more information and great tips on your home climbing wall, please take a look at this Co-op Journal Article, How to Build a Home Climbing Wall. There is a section in there about climbing hold that might be of particular interest.
Hope this helps, when you've got it built come back and show us some photos!
At REI, we believe a life outdoors is a life well lived.