Glycerides: which include triglycerides (most common type of fat we think of—all oils: olive, corn, etc., are triglycerides) and mono and di glycerides.
Phosopholipids: very similar to triglycerides, except that one of the three glycerides (fatty acids) is replaced with a phosphate compound. lecithin is a phospholipid (and hence, a fat). Btw, phospholipids are not essential in the diet since the body can manufacture its own.
Sterols: these are lipids that are ring-shaped. The most familiar one is cholesterol. Note that mono and di-glycerides and phospholipids share the basic structure of the triglycerides but with one or more of the fatty acids replaced with something that is hydrophilic (or water soluble). Thus, these fats function primarily as emulsifiers in food products (bridging fat and water)