Torch cutting
These types of cutting tools use high temperatures, and/or pressures to cut through the material.
Oxy Acetylene
Cost: Medium-high
Speed: Fast

An Oxy Acetylene torch ignites a mixture of oxygen and acetylene, to produce a flame that burns between 5800°F to 6300°F. The resulting flame is used to melt a cut through various metals.
Plasma
Cost: Medium-high
Speed: Fast

A plasma torch uses a mixture of gas(es) and and electrical arc to generate a plasma, which is hot enough to melt through the material to be cut.
Laser
Cost: High
Speed: Fast

A laser is used to melt through the material.This method is typically only used in industrial applications, so it's not likely you'll use it at home.
Water Jet
Cost: High
Speed: Fast

A water Jet cutter uses a very high pressure jet of water; or water abrasive mixture, to cut through materials. Like lasers, it mostly use in industrial applications. Water Jet is more commonly used for cutting plate materials, but could possibly be used for cutting tube stock as well.
Abrasive cutting
These types of cutting tools "grind" their way through materials, by removing a small bit of material at a time.
Grinder
Cost: Low
Speed: Slow

A hand grinder uses an abrasive disc (or wheel) to cut through a material. This method is often slow and tedious, and will likely require multiple discs depending on the material being cut.
Chop saw
Cost: Medium
Speed: Medium

A chop saw works similarly to a hand grinder, except that the disc is often larger, and is held an a consistent angle to the material being cut. Since it's not held in the operators hand, it provides a more accurate cut than a hand grinder.
Saw cutting
Like most materials, metal can also be cut using toothed saw blades.
Cold saw
Cost: Medium-high
Speed: Medium

Similar to a chop saw, except instead of a grinding wheel, the cold saw uses a blade with teeth to cut the material. The blade spins at a lower speed than a chop saw, and uses a coolant to keep the part and blade cool while cutting.
Band Saw
Cost: Medium-high
Speed: Medium

A band saw uses a long band with teeth in it, which is rotated around a set of rollers to cut through the material.