true coilovers= consist of the strut/shock and a spring all in one unit. the strut/shock is threaded like a screw and there are two washers on there that move up and down for ride height adjustability. the spring sits on these two washers and you can adjust the height of your car according to your liking. ride quality will be much better than coilover sleeves. these are going to be the most expensive.

coilover sleeves= these are just the spring and a threaded sleeve. you place the sleeves on the strut/shock and basically achieve the same effect as a true coilover system, however the springs are smaller and much stiffer giving you a more harsh and rougher ride, but some people like that. this is also adjustable

spring & strut/shock= this is simply like your stock suspension, just an upgrade. this wont be adjustable, however with some strut/shocks you can adjust the dampening of them (stiffness or softness) and on some you can change the height of the perch that the spring sits on, but you have to do it before installation, so it is much harder to adjust. the springs are going to be stiffer in most cases than stock, depending on how low you go. the adjustable strut/shock is going to be more expensive than your basic gas strut/shock.

there are some more technicalities of it (spring rates, camber, etc..), but that will give you some basic information to start with.