Blogging and site builders hosted by someone else.
There are a huge variety of free hosted platforms each with there own audience and features. Pros: Easy and can be quite impressive for simple sites Cons: Little or no control over style and layout, may include ads, insecure, often 'a worldwide license to use, host, store, reproduce, modify, create derivative works..' (Google)
Hosted version of wordpress.org. (it is run on a server owned by Wordpress). It lacks some of the features of wordpress.org, but is a good indication of how Wordpress and blogging systems in general work.
Google's free and popular blogging platform.
Using a Server Side Content Management and Site Builders on your own server.
There are a huge array of CMS's and site builders ranging from the very simple to full featured. They act as a framework for your sites content. They are web applications you run through a browser. A range of quality features and prices Pros:Eliminates the need for coding. Relatively easy to build and maintain, ability to incorporate a high degree of functionality and complex architectures without the need for coding. Cons Loss of control stylistic elements, can be slow to run, reduced security in some instances.
Ideal for sites with more complex architecture's and functionality. Moderate learning curve to set up. Easy to update and add content, large library of templates and plugins. Open Source
Very popular, easy to moderate learning curve to set up and maintain. Ideal for blogging sites. Lacks some of the depth and versatility of Joomla
From the ground up
Tutorial - Build a simple web page.
Using a client side software (IDE - Integrated development environment)
Using this approach you install software on a computer, giving you a visual interface, and a set of tools, for working with your website. Pros: Allows visual control of site elements, reduces the need for coding. Maintains a local set of files. Cons: Software can be expensive, requires installing and working on a limited number of machines, moderate learning curve.