Data Sources

Question

Hello,
I wanted to know what are the differences between ADO, OLEDB, SQL and ODBC. I understand that these are interfaces that allow you to access a data source or multiple data sources (please correct me if I am wrong). When should I be using these well? Because it seems like at times when programming I can be using any one of these. 
Please help at your earliest convenience.
 
Thanks.
 
Fabe