I don't know where to start. I would suggest reading the articles at our forum admin's site http://www.smoking-meat.com/
to get a basic idea. Jeff does a good job of explaining the differences. Once you've done that, browse through the different sections of this forum. There are sections dedicated to the four things mentioned in your post title. Folks have posted pictures of their rigs in action and modifications that they have done.
FWIW, I started with a GOSM propane smoker and have added a CharGriller charcoal/wood smoker. I use both.
Keep asking questions, the folks here will make answer.
Oh BTW, Welcome to SMF!
Hope this helps!
Take care, have fun, and do good!