What s the difference between so la and a library files

Question

I know an .so file is a kind of dynamic library (lots of threads can share such libraries so there is no need to have more than one copy of it in memory). But what is the difference between .a and .la? Are these all static libraries?

If dynamic libs have big advantages over static ones, why there are still lots of static libraries? When should I try to build code into .so or .a?

[mirror@home ins_openvpn]$ ls lib/openvpn/plugins/ -l
total 96
-rw-r--r-- 1 mirror mirror 22892 Sep  2 23:25 openvpn-plugin-auth-pam.a
-rwxr-xr-x 1 mirror mirror   931 Sep  2 23:25 openvpn-plugin-auth-pam.la
-rwxr-xr-x 1 mirror mirror 23621 Sep  2 23:25 openvpn-plugin-auth-pam.so
-rw-r--r-- 1 mirror mirror 17228 Sep  2 23:25 openvpn-plugin-down-root.a
-rwxr-xr-x 1 mirror mirror   932 Sep  2 23:25 openvpn-plugin-down-root.la
-rwxr-xr-x 1 mirror mirror 18805 Sep  2 23:25 openvpn-plugin-down-root.so