They are all different ways to share links with others. Stumbleupon revolves around a toolbar, where you "stumble" and it shows you semi-random sites that are similar to ones you've expressed an interest in.
Delicious is another "social bookmarking" site, where you save your bookmarks online and others can see them. Facebook and Myspace sharing posts a link and ends up like a status update.
Stumble It!
Tweet This
Bookmark on Delicious
Share on Facebook
Share on MySpace
