Are you also one of those people who walk into a coffee shop and are slightly overwhelmed by all the different names they use in there? With wikipedia in hand, here is your guide to coffee...

• espresso
  A flavourful coffee beverage brewed by forcing hot water under high pressure through finely ground coffee. Ie. the strong Italian coffee with no additions. Usually when you order this one, you get about 4 teaspoons of liquid. As we will see, it is the common factor for many of the variants below.
• cappuccino
  A cappuccino is generally defined as 1/3 espresso, 1/3 steamed milk and 1/3 frothed milk.
• caffè latte
  A latte is prepared to the proportions of one third espresso and two-thirds steamed milk. Thus it has more milk than a cappuccino, and has a milder, milkier taste.
• café au lait
  A French coffee drink prepared by mixing coffee and scalded (not steamed) milk. It is similar to Italian latte, but made with drip- or more popularly French press pot coffee instead of espresso and with scalded instead of steamed milk in 1:1 ratio.
• macchiato
  Espresso with a tiny dollop of steamed milk. "Macchiato" simply means "marked" or "stained," and in the case of caffè macchiato, this means literally "espresso stained/marked with milk." Traditionally it is made with one shot of espresso, and significantly less milk or milk foam. However, some newer cafes tend to add steamed milk to the espresso in a 1:1 ratio, making it more like a miniature caffè latte.
• mocha
  Normally, a latte blended with chocolate.

That should do it, those are the ones I most commonly see.