Set - no duplicates, not ordered (no indexes)
HashSet - fast, no ordering guarantees
TreeSet - slow, sorted
LinkedHashSet - fast, insertion-ordered

List - duplicates, ordered (indexes), get, set, indexof, lastindexof, iteration, sublist
ArrayList - resizable-array
LinkedList - stack (LIFO), queue (FIFO), double-ended-queue (get, remove and insert an element at the beginning and end of the list)

Map - no duplicates, keys to values (key => value)
HashMap - fast, no ordering guarantees
TreeMap - slow, sorted
LinkedHashMap - fast, insertion-ordered