Around the world there are many different kinds of whiskies. You can generally think of whisk(e)y is two different ways: the type, and the region it comes from.
The two base whisk(e)y products that you can purchase are:
Malt Whisky - Primarily comprised of malted barley.
Grain Whisky - Primarily comprised of any type of grain (corn, wheat, unmalted barley, or rye).
From these two base products, these base whiskies can be combined in a number of ways:
Single Malt = a whisky from a single distillery made from a mash that uses only one particular malted grain. Unless stated as single cask, these whiskies generally contain products from many casks.
Blended Malt = is a mixture of single malt whiskies from different distilleries. Generally it will be labelled as "pure malt" or "malt" on the label.
Blended = is a mixture of different types of whiskies from different distilleries. Generally seen as the cheapest product you can buy.
Cask Strength = generally seen the rarer of whiskies. These are whiskies that are bottled direct from the cask and not diluted by water or other products.
Single Cask = generally seen as rare and possibly the most expensive whiskies as they come from one casks only, with limited runs, and taste can vary wildly between bottles in this category from the same distiller.
Single Pot Still = Originating from Ireland, contains a combination of grain and unmalted barley distilled in a pot still.
Bourbon = Is from the USA only, and must have at least 51% corn mash, and be aged 4 years in a fresh new American White Oak barrel.
Rye = Contains 51% rye mash, matured in oak casks for a minimum of 2 years.
Corn = Contains 100% corn mash. Has a very neutral taste and is used in many blended whiskies.