There are actually 4 different types of sprinkler systems:

Wet

The most common and the one seen in the .gif. The water sits in the pipes, ready to be released as soon as a sprinkler head pops. They are the most common because they tend to be the most reliable and are generally the most fail safe.

Dry

The kind of system you're talking about where the pipes are empty and the water sits at the main. The pipes are filled with pressurized air and the air pressure in the pipes is greater than the pressure of the water on the clapper (valve) at the main. When a head pops and that pressure is released, the clapper opens and charges the system, releasing the water.

These are generally used in areas where freezing is a problem, such as freezers and rooms exposed to outdoors (garages, loading docks, etc).

Deluge

These are similar to dry systems, except the sprinkler heads are already open. These are used where rapid fire spread is a concern so when the system is triggered by a heat/flame sensing device or a pull station, all the heads release.

NOTE: I know I said in my original post that pull stations and the like wouldn't release a system. I was referring to movies in which someone walks into a cafeteria and does this. A cafeteria would likely have a wet system, whereas you'd only find a deluge system in something like a sawmill or an airplane hangar.

Pre-Action

These types of systems are reserved for occupancies where an unwanted sprinkler release is of high concern, such as a computer server room, data centre or museum. They are generally dry systems that won't release unless a certain series of events happens (ie: two smoke detectors activate, or one smoke and one pull station activates, or one smoke activates and a sprinkler head opens, etc.) This is where I (programmer) come in. We have to tell the fire panels what the system is supposed to do and when to do it and pre-action systems are a big aspect of my job.

NOTE: We rarely use water in situations like this now. My company offers a suppressant called NOVEC 1230 and it's cool as fuck. It looks like water, but it doesn't damage electronics. I don't know all the science behind it, but I've seen demonstrations where you can submerge your cell phone in it and use it immediately after removing it. If you want to find out more, check wiki or youtube.