What is TeX and LaTeX and other typesettings?
For example, to say “I am using pdfLaTeX” means “I am preparing my typeset document using the LaTeX macro package and processing it with the pdfTeX engine”.
XeLaTeX
pdfLaTeX
LuaLaTeX
From the user perspective we have pdfTeX as stable and more or less frozen 8 bit engine, XeTeX as unicode input and font aware engine using libraries for font handling, and LuaTeX as engine that is programmable and delegates as much as possible to Lua, with the objective to keep the core engine lean and mean.
latexmk
If you use cross-references, you often have to run LaTeX more than once, if you use BibTeX for your bibliography or if you want to have a glossary you even need to run external programs in-between.
To avoid all this hassle, you should simply use Latexmk!
Latexmk is a Perl script which you just have to run once and it does everything else for you ... completely automagically.