Good point.
"Plenum Rated" is usually Teflon jacketed so that it won't burn and release toxic smoke. Plenum rated wire costs more than standard wire. If you are running cables in a plenum, such as are common in office buildings above the drop ceilings, you must use "Plenum Rated" wire in those. You can also, in some jurisdictions, run standard wire through plenums in metal conduits, but this tends to be more expensive. Not all suspended ceilings are plenums, so check yours out if you have to run cables through it.
Standard vinyl jackets are okay almost everywhere else.