Hi Manpreet,
Actionfunction: Using actionfunction we can call apex controller function directly from javascript.
Actionsupport:Using actionsupport we can call apexcontroller on the basis of event(attribute in actionsupport) like onclick,onblur,onfocus,etc and can update the desired panel on the basis of event in vf page.
Actionpoller:It acts as timer that send AJAX request based on the time interval specified in ms.
Actionstatus:It shows the status of the AJAX request,mainly use to notify end-user that ajax request is processing(starttext) and when AJAX request completed(stoptext).
Thanks.