Copper/Ethernet cable (Cat5/Cat6) — electrical signals. Cheap, fast, but limited distance (~100m). Subject to interference.
Fibre optic — light pulses through glass. Very fast, long distances, not affected by electromagnetic interference. Expensive to install.
Wi-Fi (radio waves) — wireless, convenient, mobile. Slower and less secure than wired. Range limited by walls/distance.
Bluetooth — short range (10m), low power. Used for PANs (keyboards, headphones, phones).