Web Hosting - Hosting Plans for Every Budget at GoDaddy.com
click compare windows pricing.
they allow so many sql dbs per plan.
you will be hosted on a server with so many other accounts. you will only have access to the databases that you create. you will not have root access to the box. you will most likely control your account through a web interface like cpanel or plesk
VPS would give you root access but you are still on a shared server. they will allocate so much resources (HD, memory, bandwidth) for your account.
dedicated - you get your own server. hardware issues are supported by the company.
co location - your server goes in their racks. you support the server. they provide location and bandwidth. good for dr