My theory has always been that most Spren are just the cognitive representation of everything. For example, flamespren are the representation of how the flame sees itself, hence it freezing in a state that it has been recorded in.
Something about the magic of roshar, probably having to do with honor being splintered, has allowed the Spren to represent themselves in the physical realm, at least in the area where honor was splintered. Since all Brandon's (non-YA) books are set in the cosmere, maybe every world has Spren that usually stay in the cognitive realm?
That being said, my guess is that all the Spren we've seen in the physical realm are somehow related to honor, while the ones we've seen in the cognitive realm (deathspren, the ones shallan sees, etc) are related to cultivation.