Commercial headshots are probably the most common. This is your "natural" everyday look. Commercial headshots are typically a smiley close-up which shows off your casual side and exhibits a bit of your personality.
Theatrical headshots have a more serious tone and can be 3/4 shots where some of your body is shown or headshots which focus on the "story behind your eyes." Since theatrical film, television and theater work requires deep emotional connection and characterization, it is important that your photo shows off more than a pretty face and really something going on in your head.
Zed cards are multiple picture, dual sided color photos in a smaller format than traditional 8x10 headshots. These show off several different looks and are commonly used by models, however, several commercial casting directors accept zed cards for audition purposes.
Glamor shots are "beautified" representations of yourself. Glamor headshots can be used for soap operas, spokesperson modeling and other in-person events. Glamor headshots shouldn't be over-the-top gorgeous but should be a dolled-up version to show off your natural beauty with the assistance of favorable lighting, heavy make-up and the right hair/wardrobe styling.