tubular
A simple and cheap belay device. Can be used for sport climbing, and in a pinch canyoning and most other climbing activities.
grigri
A fancy sport climbing belay device. Makes belaying incredibly easy and a bit safer as it features an auto-locking mechanism. It can be used with single ropes from 8.5 to 11 mm.
figure 8
Figure 8s offer a very smooth controlled descent when rappelling and lowering climbers. It can be used with nearly any rope size and is unlikely to overheat. They are ideal for canyoning.