Long Term High Interest Savings Looking For A Little Info On RRSPs Or Other Retirement Savings?

Looking for a little info on RRSPs or other retirement savings? - long term high interest savings

I am 19 years and now I have a good job (I'm an application developer), I think I should save for the future (), including retirement. I already have a large savings in interest payments, expenditure on the road as a car or a house, but offers something like 2.5% per year, and is not in any case other than a fine control of $ 5 for withdraw cash (there are no penalties for the transfer).
Looking for something a little more long-term (approximately 40 years until I retire soon .. I hope I am starting ;)... But I can retire in a crisis. Perhaps something that might throw a few thousand in the society, which (regular automatic deposits, now perhaps $ 20 per week or more) and more money and then I have to. In addition, a relatively low risk would be better (for my savings are not destroyed in times of recession).

This is essentially what an RRSP? Or is it something other than an RRSP?
Are there other options? With approximately 10,000, which is the best way to save for my retirement?
(Of course, I'll talk to my bank and with it, but I feel as if you know at least some of my choices)

Thank you guys!