First, some info to help you understand the specs I've gathered.
Fan motors came in two basic types, irrespective of whether they have lights in their frames. The older design has 3 wires and hence uses a 3-pin connector (female, with holes) and its speed is controlled by changing the voltage supplied to it on Pin #2. The newer design called PWM fans uses a 4-pin connector. It receives from Pin #2 a constant 12 VDC rather than varying voltage, and then also a new PWM control signal from Pin #4. Inside the fan casing there's a small chip that uses that PWM signal to modify the flow of current from the constant +12 VDC source through the motor windings, thus changing its speed. The method used by the mobo fan header to control the fan's speed ideally should be matched to the fan type. ONLY Voltage Control Mode (aka DC Mode) can be used for 3-pin fans. PWM Mode is better for use with the newer 4-pin fans, but DC Mode can control them, too.
Respecting lighting, there are four classes commonly used currently. The basic is non-LED fans - that is, fans with NO lighting devices included in their frame. Then came LED Fans, in which ONE colour of LED is mounted in the frame and connected electrically in parallel with the fan power supply, so that it lights up whenever the fan motor has power. This type can NOT change colours, blink, or do anything fancy, and sometimes at low fan speeds (voltage supply) they get dim. More recently came RGB Fans in two different and incompatible forms, but BOTH have an important common feature. The lighting devices are SEPARATE from the motor electrically, so they have their own separate electrical cable and get power and control from a separate source and connector. There are plain RGB systems in which the lighting devices contain LED's of three colours (Red, Green, Blue), each colour grouped on its own separate line. The wires for this provide a common +12 VDC supply and separate Ground lines for each colour, so they use a 4-pin connector. (There's also a minor subset of this which adds a fourth LED colour, white, and requires an additional wire in the electrical connection.) At any one moment all the LED's of one colour along the entire strip length do the same thing, but that can be changed later by the controller. Manipulating which LED's are lit and how brightly can make many colours, but at any moment the entire light strip is the same colour all along it. The more complex design is called Addressible RGB or ADDR RGB or just plain ARGB. This system also uses three LED colours along the strip, but they are grouped into Nodes of one LED each of the three colours, plus a dedicated control chip. Electrically the lines for this are +5 VDC, Ground, and a Control Line. The controller for this system sends out along the Control Line data packets containing instructions for the three LED colours in a Node and an address for which node should do this. Along the lighting strip the Control Chips in all the Nodes listen to the Control Line and do only what is addressed to them. This allows much more complex colour displays such as a rainbow chasing itself along the strip. The connector uses only three pins, arranged like the 4-pin connector but with one pin missing.
Until recently, mobos had no way to control the new RGB lighting systems, so the makers of those lighting systems, including the makers of fans containing lighting devices, supplied Controllers, too, which provide both power and control of those lights. They get power by plugging into a SATA power output connector directly from the PSU. The simplest type of control system for this is a central box to plug the RGB strips into and a manual box on a small cable with a few pushbuttons to control lighting effects. In RGB fans, generally these control only the lighting devices, and the fan motor has a separate cable that plugs into a mobo fan header to power and control it. A similar concept offered by many makers is a central controller box and a remote control box using radio signals to communicate with the light controller. The other option (in several variations) is a controller box mounted inside the computer case that also has a cable connecting to a USB2 header of the mobo. Then you download and install a free software utility on your machine, and it uses that USB connection to communicate instructions to the RGB controller.
More recent mobos now have one or more headers on them able to power and control RGB lighting devices.But remember that the two dominating types, plain RGB and ADDR RGB, require different supply voltages and control signal systems. So a mobo may have no RGB headers, or only plain RGB headers, or only ADDR RGB headers, or some of each. If you buy RGB lighting devices (including fans with RGB built into their frames) that match the type of header your mobo has, then that header, governed by a software utility that comes with your mobo, can do all the power-and-control functions and you do NOT need a third-party separate controller box system.
Now to the Corsair line. Corsair was into this field early and tends to use different connectors from the ones commonly used on new mobos. Most of their fans contain the more complex ADDR RGB lighting devices. Because of the connector difference, it may be easier with Corsair units to buy their own Controller systems, rather than trying to adapt to using a mobo ADDR RGB header.
OP, you asked particularly about four different Corsair fan lines, so I've gathered info to help. To simplify, bear in mind that the airflow and several other characteristics of a fan depends in part on the fan size, and generally a larger fan can blow more air. So I will show you air flow specs for the 120mm size, but the comparison trends would be similar for other sizes. Among the specs, Air Flow (max) is most important - that's what provides heat removal. The max backpressure the fan can work against is important for things like heatsinks and radiators the restrict air flow, but not so important for case ventilation. The noise (in dBA) a fan generates at max speed is often important to you, the user, but does not affect performance for cooling. The max current in Amps a fan motor uses becomes important when you plan to connect several fans to a single source using a Splitter or a Hub, but only then. There are also similar limits on the current an RGB controller can deliver to the lighting device portion, but most of the time that will not limit how many fans you use.
Corsair's SP fan line is the oldest and simplest of these, and it comes in non-LED, LED Fan, and RGB Fan versions. I am NOT clear from their website info, but the illustrating photos of the SP RGB fans show only single colours in a fan which may change over time, but not show multiple colours at the same time. Thus I conclude that these are plain RGB devices, not ADDR RGB, but I cannot be sure about that. All of the SP fan line motors are of the older 3-pin (Voltage controlled) design. The SP120 RGB model can be purchased with the Corsair RGB LED Controller system, which consists of a RGB Hub for connecting the fans' RGB cables to, and a manual control box with three buttons to change the lighting effects. That fan can deliver 52 CFM air flow at 26 dBA noise level at max speed.
The Corsair HD line comes only in the ADDR RGB type with PWM motor control. It can be bought with the manual RGB LED control system similar to the one for the SP RGB fan, but this may NOT be exactly the same controller since the RGB type may be different. Then there is another option. Corsair also sells separately their Lighting Node Pro device, a box that connects to a USB2 mobo port so the Corsair software utility, i Cue, can control the RGB devices. This box has only two output ports but that's enough for two fans. If you have more HD RGB fans, though, you can get a simple cable that connects between a Lighting Node Pro output port and the RGB Hub from the HD RGB fan set (replacing the manual control box) so that the iCue software can relay instructions through the Lighting Node Pro to the RGB LED Hub, and that Hub has six outputs for many fans. Regarding cooling, the HD120 RGB fan can deliver at max speed 54 CFM with a noise of 30 dBA.
The LL fan line carries TWO sets of LED's in its frame so there are more and brighter colours involved. It can be purchased with the Lighting Node Pro control box rather than the manual system, and that suffices for 2 RGB devices. For adding more, you can buy the HD RGB Hub with six outputs, and connect that to the Lighting Node Pro. The LL120 RGB fan at max speed can deliver 63 CFM air flow at 36 dBA noise. It is a 4-pin PWM fan.
The Corsair ML fan line has non-LED, LED Fan and ADDR RGB fan models, all of the 4-pin PWM type. The RGB models also can be purchased with the Lighting Node Pro unit, and you might also need the HD RGB Hub to handle more than two such fans. At max speed the ML120 RGB fan can deliver 47 CFM air flow at 25 dBA noise.
Corsair also sells their most advanced controller system, the Commander Pro. This box uses the USB2 connections and the iCUE software to do its work. But in addition to controlling the RGB lighting devices, it has ports to power and control the fan motors so that you do not use mobo fan headers for that. It has output ports for two RGB channels (so you still need a HD RGB Hub for many lighting devices) and six fan motor outputs, plus an extra USB2 port that can "replace" the one on the mobo you "used" to connect it up. This unit can replace the Lighting Node Pro with more advanced functions.
So among the four lines of fans, the differences are mainly in air flow and noise, with significant differences also among their lighting features IF you want that.