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Double-Hung Windows consist of two sashes that slide vertically along side jambs with the bottom sash closing down on the sill and the top sash closing up against the top jamb. These provide moderate ventilation and can be difficult to clean unless the sash tilts in.
Slide-By Windows or Slider Windows function like double-hung windows turned sideways.
Casement Windows usually consist of one sash hinged to a side jamb, and they usually open outward from the sill by crank handle or slider bar. Casement windows provide good ventilation and are fairly easy to clean, but they are a bit pricier because of the operating hardware.
Awning Windows consist of a sash hinged to the top jamb or the sill, which tilts out when it's opened using hardware similar to casement windows.
Transom Windows generally consist of short awning windows or fixed sashes mounted over normal sized casement or double-hung windows. They can be ordered as separate windows then set in the proper configuration during installation. Or they can be custom ordered as a single unit, combining short and tall windows into a single frame at the factory.
Bay Windows consist of one or more center sashes framed to bump out or protrude beyond a wall with angled or perpendicular side sashes running back to the wall.
Bow Windows are similar to bays, but the windows are framed to form a gradual arc instead of the sharp angles of a bay.
Multi-Wide Units result when you order two or more sashes in a single unit or frame. They're joined at the factory with mullions separating the sashes.

Doors

Interior vs. Exterior
At the risk of stating the obvious, your first consideration will be whether you need Interior Doors or Exterior Doors. Their function, performance, appearance and construction are totally different because of the requirements and standards set for each.
As an example, both are expected to look good, but exterior doors must also have weather-resistant and insulating qualities, extra durability and extra strength. So while many manufacturers make both interior and exterior doors, they're often treated as totally separate product lines.

Hinged/Swinging vs. Sliding
Hinged doors are the most common types of door, since they're appropriate for virtually every interior and exterior door application. They can open inward or outward, and they can be used in single door units, as french doors (with two doors sashes hinged on the side jambs and meeting in the middle) or as terrace doors (with a fixed sash on one side and a swinging sash hinged to a mullion in the center).

Sliding Doors are most commonly used as entry doors leading to a patio, deck or closet. Patio Doors consist of two full glass sections, one fixed and the other sliding open and closed in upper and/or lower tracks separate from the tracks holding the fixed door.

Sliding Closet Doors are usually hung from a different track system, with both allowed to move for full access to the closet interior.

Flush vs. Panel
Flush doors are smooth-surfaced and generally cost less than panel doors. Panel doors have inset panel pieces that give a more elaborate, sectional look.
Personal taste and price often dictate what kind of door surface to choose. Panel doors generally cost more than comparable flush doors because there's more wood and labor involved in making them.

Solid Wood vs. Hollow & Solid-Core (Interior)
Solid wood doors are made of all-wood construction and can be made with or without panel inserts. They're sturdy, but require maintenance.

Solid-core doors are made of particleboard or steel centers covered by wood or fiberglass veneer to give a durable finish.

Hollow-core doors have cardboard baffle centers covered by veneer. They're inexpensive, and are used only inside.

Solid wood or solid-core interior doors offer sound control properties and good looks. If you want a quality solid wood door, it could cost a couple hundred dollars compared to a $50 hollow-core.

Paint vs. Stain Finishes (Interior) Painting is an easy way to compliment a room's colors. Cheap hollow-core doors with wood that looks marred/flawed and old doors with paint that resists strippers are candidates for painting.
Painting can become more work than staining because of drips -- especially when painting panel doors.
Staining a door allows the wood grain to be seen, giving the door character that usually provides more detail to the room. Matching stain to existing trim can be difficult, and some wood fillers used to cover nailheads don't stain well.
Porous wood may require several applications, and once stained, changing your mind to switch colors and stripping the door can be a difficult process.

Wood vs. Steel or Fiberglass (Exterior) All exterior doors are made to resist wear from the elements. A high quality wood door may outperform a cheap steel door, but there are some general differences.
All-wood doors have solid wood or solid-cores. R-values vary with the quality and amount of window glass, and wood doors are prone to warping and require periodic painting.

Exterior wood doors are heavy and tend to sag over time. But, they can be trimmed to fit an existing opening and are good at controlling sound.

Insulation-filled steel doors can have high R-values, up to an R-15 because the steel frame is filled with polyurethane foam.

Steel doors can be difficult to install. Frames must be plumb/square for the door to fit properly and fastening hardware may require a few carbide-tipped drill bits.

Insulated fiber glass doors have up to an R-11 rating, are paintable, stainable and come in many styles. Some wood doors are reinforced with fiber glass to resist expansion/contraction.