Market orders
Fill immediately at the best available price. Simple, but you accept whatever slippage the market gives you.
Limit orders
Fill only at your chosen price or better. Good for entering on a pullback, and for taking profit at a defined level.
Stop orders
Trigger a market order once a level is breached. Used to cut losers (stop-loss) and to join momentum on a breakout (buy-stop / sell-stop).