GFCI is intended to protect humans against severe shock or electrocution.
AFCI protects structures (and their human occupants) against fire.
AFCI detects if there is an open arc on a circuit and de-energizes the circuit. Electrical arcs can start fires easily if they hit the wrong material.
GFCI detects a current differential on the "hot" and "neutral" wires. In a functioning circuit, both wires carry exactly the same current. If there is a difference in current between the wires, it means current is leaking somewhere else. The "somewhere else" could be through you and cause injury or death.
GFCI breaker + GFCI outlet
This is pointless, or at least overkill. GFCI's can fail, but the electrical code doesn't require you to wire up redundant GFCI's in series. The GFCI breaker protects the entire branch circuit. Likewise, one GFCI receptacle on a branch circuit can protect all of the downstream receptacles if wired correctly.
Do test your GFCI's from time to time to ensure that they are still functioning correctly.
AFCI breaker + GFCI outlet
This will protect against fire (the AFCI will trip if there is an open arc), and it will also protect against severe human shock/electrocution. This is a fine combination and combines positive attributes of both types of protection.
AFCI & GFCI combo breaker + GFCI outlet
As in the GFCI breaker/GFCI outlet scenario, the GFCI outlet is redundant and thus unnecessary to meet code requirements.
Tester01 makes a good point about the possibility of getting shocked before a GFCI trips. You may get bit, but a properly functioning GFCI should trip within 25ms (0.025 seconds), at a voltage differential between 4 mA to 6 mA. Most people can feel electric shock starting around 1 mA, and it's a relatively mild to uncomfortable sensation up to 10 mA, after which it becomes painful. 10 mA is also the threshold where involuntary muscular contractions become strong enough that you may not be able to let go of the thing that is shocking you, and the current starts to become lethal between 75 mA where breathing becomes so difficult that it stops, and 200 mA. In any event, a properly-functioning GFCI should cut the current completely before you are permanently damaged.