Aylo wrote:0.6.3 is the newest version. It is recommended, if you want to play with less bugs or if you want to play online. I don't thinkt there is a serous limit of grfs. i never reached it or had problems with it. So try everything you like.
Yes there is a quite serious limit of grfs, namely "only one of a kind" - that means you should e.g. only use one train set, not two at the same time (e.g. DBSetXL and UKRS)or else they would interfere with each other. Same for road vehicles, planes, ships.
In the so called nightly or trunk versions (every night such a build is done with the newest developments of OpenTTD, hence the name) there exists a feature named "Allow multiple newgrf sets" in the advanced settings, which allows you to circumvent what I just wrote above. With that you can e.g. use two train sets at the same time. However that feature was not available in 0.6.3 or even 0.6.2.
So in any case you should upgrade to 0.6.3, or if you want the newest stuff (like the feature I just mentioned), grab a nightly version here:
http://www.openttd.org/en/download-trunk
The current version for example is r14600, tomorrow it will be a few numbers higher
