EMS is 3-5 day express shipping and is the most expensive ($15-$20 per average single figure package to the US). Fastest, requires a signature in person upon delivery (in the US at least), has tracking.
Air Small Packet 5-10 day semi-express shipping (about $5 less than EMS). Also requires a signature in person. Has tracking.
SAL Small Packet is 10-30 day shipping. During Nov - January it can take even longer. It comes in two varieties. Registered has tracking information but costs slightly more (about $5 less than Air Small packet) and requires a signature, Unregistered has no tracking information and doesn't require a signature, and it's the cheapest (about $5-$7).
Game Prizes are figures that are intended to be prizes for claw machines or other games and aren't typically sold separately (although they always are in at least half the shops in Akiba). Regular figure sites like AmiAmi don't stock them, so you have to go through sites like Big In Japan that get their hands on them through other methods or catch them second hand on Mandarake or Rakuten.
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