Can the wallets be compared? Is one better than another?
It's pretty hard to compare Bitcoin wallets, because you're trying to compare two things that often are not for the exact same purpose.
You have your SPV wallets/lightweight wallets like Electrum or Armory, which are good for casual users and people who understand the importance of keeping their private keys safe but would like to do so in the simplest possible way. You have your full node wallets like Bitcoin Core (the reference client), which is for people who want to run an entirely trustless wallet and ensure that they do not rely on other people to uphold the consensus rules. You have your hardware wallets like TREZOR and Ledger which attempt to create the most secure possible environment for a lay man while avoiding inputting sensitive information into a potentially vulnerable PC. You have your online wallets for people who are very new or people who need fiat-based features like exchanges or "Bitcoin debit cards".
They all have very different features. You can attempt to compare the features that they both share and how they manage to handle those elements of
their wallet, but overall it's pretty hard.
You don't have much options when it comes to Desktop. If you want to run a full node go with Bitcoin Core wallet. If you want a fast lightweight wallet then Electrum (ability to recover from seed and also hardware wallets support).
So now I installed, Armory, is it okay too?
Yes. If you need help with Electrum, post some details of the problem over in Technical Support or look for previous threads regarding the problem.
