market order
Look to execute immediately at the best available price, not the last seen price. In liquid assets during normal hours the difference is usually small; with volatility, shallow depth or off-hours there may be significant slippage.
Limited order
A limit buy only executes at or below the limit; a sale, at or above the limit. It controls the maximum or minimum price, but it can be left unexecuted or partially executed.
Example
Quote 20.00/20.08. A buy limit at 20.03 does not cross the seller at 20.08: it will wait and may never be executed.
Stop and stop-limit
By touching the stop, a normal stop order becomes a market: it favors execution but does not guarantee price. The stop-limit protects the price, but in a rapid decline it may not sell. A gap can jump any of the expected levels.
Before sending
Check spread, volume, schedule, validity and cost. Split large orders with respect to liquidity. Also review tax consequences and remember that a technical stop is not a substitute for limiting the position size.