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Wikipedia.
The short version:
•GSM and CDMA are competing wireless technologies. They're not interoperable (i.e. you can't use a CDMA handset on a GSM network and vice versa). The frequency ranges you see usually refer to GSM.
•Tri-band refers to frequency bands 900MHz, 1800MHz and 1900MHz. Quadband is the same except it adds 850MHz, which is necessary if you want to use a handset in the US.
All the rest are data transfer technologies:
•GPRS=2.5G, essentially a data transfer technology for GSM. Roughly comparable to a bad dial-up link.
•EGPRS=EDGE=2.75G, allows a considerable increase of transfer rates over GPRS (about 3x-4x), also GSM only.
•UMTS=WCDMA=3G, for GSM. Another increase in transfer rates, though only another 50% more over EDGE.
•HSDPA=3.5G, now we're talking! 1st gen HSDPA gives 5x download rates of UMTS, and 2nd gen doubles that to 3.6MBits. 7.2MBits is on the way. There's an equivalent standard for upload speeds called HSUPA.
•EVDO=3G for CDMA networks. I'm less familiar with this, but the latest EVDO revision gives comparable download speeds with HSDPA, if not faster.