Between the basidia are many basidia-like cells that lack prongs and do not hold spores. These are called "basidioles," and they probably represent immature (or aborted) basidia. Analysis of basidioles is not taxonomically relevant, but I mention them because they often cause confusion for beginners. True, spore-bearing basidia have prongs that are almost always large enough to be seen easily with an oil-immersion lens.
To be honest, amateur mushroom identification rarely depends on rigorous analysis of basidia. Some families and genera can be recognized by their distinctive basidia shapes (the Chanterelles and Trumpets or the Waxy Caps, for example) but these groups are fairly easy to recognize on non-microscopic characters. Species are sometimes defined on the basis of the number of spores borne by each basidium. Agaricus bisporus (the common "Button Mushroom" sold in stores), as its name suggests, bears two spores per basidium, while other Agaricus species typically feature four spores. The Destroying Angel, Amanita bisporigera, used to be split into three or four species, only one of which had two-spored basidia--until Amanita expert Rodham Tulloss began to notice that his Amanita bisporigera collections had two-spored basidia early in the year, but by late summer and fall featured four-spored basidia. The presence of clamp connections at the bases of basidia is sometimes used as a character in advanced mushroom identification, and the ultimate "Basidia Geek" routine involves determining the presence or absence of "carminiferous granules" in basidia (method: mount your section in aceto-carmine--whatever that is--heat it over a flame, and God only knows what else). But if, while identifying a mushroom, you ever reach a point at which you must know whether the basidia are "basally clamped" or contain carminiferous granules, be sure to drop me a line so I can take time out of my day to eat my hat.
Cystidia
“Cystidia” are special sterile cells that are found, in some mushrooms, popping up between the basidia. Unlike the basidia, cystidia do not produce spores. Their shapes and sizes vary widely between mushroom species--and many mushrooms do not have cystidia at all. Some mushrooms have boring, club-shaped cystidia that are hardly different from the basidia, except for the absence of spore-holding prongs. Others have elaborately ornamented cystidia, thick-walled and enormous cystidia, long and pointy cystidia, and so on. In fact mycologists have given names to many types of cystidia (and, to be accurate, cystidia can occur elsewhere on a mushroom--not just on the spore producing surface). One could spend days learning about the various cystidia found on mushrooms, reading page after page of meticulous descriptions cataloging every conceivable shape and size. . . but no one knows what they are.
Don’t you love mycology? Um, maybe cystidia hold the gill faces apart so the spores have room to fall? That theory crashes to earth right out of the gate, since plenty of gilled mushrooms lack cystidia and manage just fine. Maybe they hold gills together until the spores are mature? Yeah, and maybe your mail carrier is doing something unproductive on your lawn. I once spent nearly two full days concocting a theory that the little liquid-filled guys are sensors that expand or contract with temperature changes (or changes in humidity) and transmit the information to the basidia so that spores are produced in optimal conditions . . . then I ran out of coffee, thank God.
The graphic below is meant to give you a broad sense of cystidia and their diversity, but it only represents a taste of the cystidia meals you will consume if you begin to study them. For comprehensive treatment, see Largent et al. (1973).