the difference between serial ata ide hdds and parallel ata ide drives (often shorted to serial and ide) is the interface. one is serial and the other is parallel, just like the difference between a parallel port and a serial port. Due to the clocking nature of parallel it is usually slower than serial (which doesn't need to clock in data), and so sata drives are faster than pata drives.
AGP stands for advanced graphics port and is used only for graphics cards, whereas PCI stands for periphrial component interconnect and can be used for anything. AGP is faster than pci (until pci express comes out) because it has it's own dedicated channel to the chipset, whereas all the pci slots share the same channel.
ddr is arguably the best ram out there right now. the only other option is rdram which can be faster dependant on several other options, but it's very quickly loosing support and will be gone soon so there really isn't any other type of ram still being used. there are different speeds of ddr, the most common of which being 266, 333, and 400 although there are other speeds out there (like the new 600 modules from samsung on the new fx6X00 series graphics cards)
EDIT: ahh someone always beats me to it
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