Set screws have no head and machine threads for use in a tapped hole.
Cup points have a cup-shaped point to indent into the contact material and is a commonly used style for permanent or semi-permanent installations on soft or hard surfaces. Allen (hex socket) drive is a six-sided recess for use with an Allen wrench (hex key).
Thread locker prevents fasteners from loosening after installation. Anti-seize helps prevent seizing (galling) during installation.