<-- Incandescent
Incandescent: Same as they always were.

 <--Halogen
Halogen: 

• Up to twice the light and life of an incandescent 
• Whiter light compared to standard incandescent
• Most incandescent bulbs can be halogen for a higher price.
• Do not touch glass surrounding filament or bulb will deteriorate
• Produce minute amounts of UV light so don't shine on anything priceless unless using an optivex lens
• Dimmable

 <--Xenon

Xenon:

• A little less light than halogen
• Up to 10,000 hours of life
• Only a few incandescent substitutes available
• Dimmable

 <--LED
LED: Light Emitting Diode

• 50,000 hour life expectancy
• Incandescent subtitutes usually are lacking in light output
• Dimming can be hard
• Expensive
• Color temperature can change over time
• LED's seem to work best when fixtures are built for them.
• Power surges can reduce life expectancy

 <--Fluorescent

Fluorescent:

• They used to flicker, now they flicker faster than the eye can see with electronic ballasts.  Even old bulbs can usually use an electronic ballast that won't flicker.
• Many different color temperatures available (incandescent like light is 3000 kelvin; doctors office bright white is 4100 kelvin)
• You can also get freaky with full spectrum bulbs.
• Dimmable with special ballasts and dimmers.

 <-- High Pressure Sodium

High Pressure Sodium:

• 24,000 hour life expectancy
• Decent warm color with a good amount of light per watt.
• Mostly used at night and provides poor contrast.
• Usually designated with an "LU" on the bulb.
• Great for growing heirloom tomatoes.

 <--Metal Halide

Metal Halide:

• 6,000 to 20,000 hour life expectancy
• good color with a good amount of light per watt.  
• Usually designated with an "MVR" on the bulb.

<--Mercury Vapor

Mercury Vapor:  

• 30,000 hour life expectancy
• very bad color
• twice as efficient as incandescent
• These are usually coated bulbs and have "S" or "HR" written on the bulb somewhere.