Just different models of BlackBerry's. The Bold is considered their "higher" end device, the Tour was a replacement for their "World" phone, which was able to connect to both CDMA and GSM networks and has now been included in the Bold branding. And the Curve is considered to be their "affordable" models.
The main difference is how much application memory they have, processor speed, screen resolution, and what network(s) they can support.
Consider the Tour a discontinued model. Don't get one unless it's used and your not locking into a contract. Bold is the flagship series, Curve is the affordable series and the Storm is the touchscreen device. Not really sure where the slider and clamshell fit in yet.