Road - This is your primary method of transport. Roads connect zones, allowing them to grow.
Highway - Hiways are faster and more efficient than roads. Commuters will move from road to onramps, then to hiway; back to onramps, then road again. Without the roads and on-ramps, hiways are useless.
Tunnel - Tunnels dig through a mountain rather than going over it. One advantage to tunnels is that zones can be built over tunneled areas, improving land usage.
Onramp - These are necessary for hiways to function. They can only be placed at a hiway/road juncture.
Bus Depot - Depots provide rapid, low traffic transport. Up to half of your city's commuters will use these depots if they are well placed.