Two questions:
1. What are the differences between a FFP, supposedly a fixed function effect, and a "normal shader"?
2. What are the pros and cons between FFP and "normal shaders"?

As far as I know, FFP can run on any video card.

not on any but on older ones than those that support shaders.

differencies has been discussed before. mainly ffp is FIXED while shaders allow you to create your own effects with more freedom

there are no real pro and cons than freedom with shaders. its all up to what you want to do. if you can get the job done with the ffp then doo so. if you need something special, use a shader

A shader can be faster under certain circumstances, like a multitexturing shader. Also, a shader can offer better blending between textures(as FFP can be limited in this, but still works for the most part). The best option is to included an FFP and shader version of your effect(considering a shader version is needed), that way you won't have to worry about one or the other but can have both. I know with multitexturing, shaders look better compared to an FFP version set out to do the same thing.

The "fixed function pipeline" includes a small group of "fixed functions" that are understood by the gpu's of older graphics cards, FFP is said not to be "programmable", because it is an "effect" you can do by using these few instructions sent to your graphics card.

The "programable pipline" is another pipeline which includes the ability to manipulate the vertex and pixel shaders of your graphics card directly using a programming language, thus the name "shaders". Since, shaders are programmable, they can do everything the FFP instructions do plus you have much more flexability.

In older cards, support for FFP is hardware and VS/PS support is software, This is changing. Direct gpu support (hardware) for FFP, is disappearing in newer cards, when these newer cards receive FFP instructions, they perform the eqivalent shader instructions instead(emulate FFP).

It has been my experience and understanding that FFP is faster than an eqivalent VS/PS shader on cards that support FFP hardware. And FFP is the same speed or slower on the newer cards that emulate FFP through the shader pipeline. FFP is far easier to learn than HLSL since the first is a group of instructions and the latter is a programming language.

I have a Nvidia GeForce FX 5600 256 MB card, The 4 texture multitexturing FFP effect I use runs much faster than any eqivalent VS/PS shader I have tried so far, but, I imagine results would probably be the same or opposite if I compared them on a newer card that used FFP emulation.

i agree. i always found it much more intuitive to work with shaders than with the fixed function pipeline. using the ffp can get very confusing.