A few rather common ones:
Carapils/Carafoam/Dextrine and light crystal malts are body enhancers that tend to increase head retention.
Darker crystal malts add color and body with less of the head retention properties of their lighter siblings.
Biscuit malt gives you a soft, biscuity flavor with little color impact.
Honey malt is very sweet, imparting a honey-ish flavor - use this rather than pure honey to get honey flavor into your beer (honey ferments rather completely, leaving little flavor).
Smoked malt adds a smoky flavor - often strong, so use sparingly.
Roasted malt is often a prime ingredient in stouts, offering dark color and roasty coffee flavors.
Black patent adds a ton of color and bitter roasted flavor. Use sparingly.
Debittered black malt adds the deep color of black patent without the harsh flavor associated.
Chocolate malt imparts deep brown/red color with a roasted, chocolatey flavor - less intense than roasted malt or black patent.