HulderBulder's post explains the types very well! If you're wondering for stylistically, I personally like to imitate singers (or will sing a little bit myself and test it in UTAU). Envelopes are more useful than you think as well!
A very useful software though if you can get a hold of a vocals only track is Vocalshifter (Vshifter, Vocashifter?) which lets you view the exact pianoroll pitchbends of a vocal. Harmonies of course probably mess with it so it won't be 100% right but it is dang useful. You need JP locale to use it as it's a Japanese program, and unfortunately I've forgotten how to get it going and what button to press to view things (I have a Mac now). Vshifter also is fantastic for post editing your UTAU's volume - since you're so limited with your envelope points in the UTAU program I always edit it afterwards in Vshifter to make vibrato more dynamic and such, it's seriously a small step that really makes it sound better.