Shopping for a replacement caliper, you will see it described as unloaded, semi-loaded, or loaded. The terms tell you how much comes in the box. Here is the difference.
Unloaded (bare)
An unloaded caliper is just the caliper body - no bracket, no pads. You transfer your old bracket and hardware over. It is the cheapest option but the most labor, and it assumes your existing bracket is good; see loaded caliper.
Semi-loaded
A semi-loaded caliper comes with the mounting bracket and hardware (clips, sometimes guide pins) but usually not the pads. This is the common "with bracket" option - it saves you fighting rusted bracket bolts and gives fresh slides; see abutment clips.
Loaded
A loaded caliper comes fully assembled with the bracket and brake pads installed - the most complete, fastest to bolt on; see are loaded calipers worth it. You still want to confirm the pad type suits your driving.
Which to choose
For most jobs, semi-loaded (with bracket) or loaded is worth the small premium for the time saved, especially on rusty vehicles. Always replace pads and service the rotor on that corner. Fit quality pads and hardware.