ATX is the standard. Micro ATX is a shorter version, supporting a maximum of 4 slots rather than a maximum of 7. SFF refers to Flex ATX (SFF is a specific case format that uses Flex ATX boards), and supports a maximum of 2 slots rather than 4 or 7.
The reason I say maximum number of slots is that many boards don't provide the full number of slots they're allowed. But the cases do. So for an ATX board with 5 instead of 7 slots, the ATX case still has 7 slots with 2 unused.
ATX is the "full size" version. Smaller boards also fit in larger cases, so a Micro ATX board fits in both Micro ATX and full ATX cases. Flex ATX boards fit in Flex ATX, Micro ATX, and ATX cases. Putting a smaller board into a larger case simply means you have more unused slots in the case.
Now, ATX is also a power supply power standard. It defines the power connector more than anything else. It's not a format (as in, size) however. PS/2 is the full ATX format, most people simply call them "ATX" power supplies not knowing anything about format.
PS/3 is a shortened version of PS/2, used mostly in Micro ATX cases with a shorter length, so the power supply doesn't interfere with the insertion of a CD-ROM. PS/3 was made popular in Hewlett Packard PC's but can be found in others.
The most common "small" power supply is the SFX format, which is also most commonly using ATX power. Again, most people don't know formats, so they call SFX power supplies "Micro ATX", even though Micro ATX cases can come with ANY size power supply. SFX was made popular in E-Machines PC's but is very common now.
AGP8x is the latest AGP video card standard.
PCIe is PCI-Express, a new standard meant to replace both PCI and AGP slots.
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