Thermistor A transducer which converts temperature (heat) to resistance (an electrical property).
A capacitor stores electric charge. It can be used with a resistor in a timing circuit, for smoothing a supply (it provides a reservoir of charge) and can be used as a filter (blocking DC signals but passing AC signals). Unpolarised capacitors usually have small values, less than 1µF.
A capacitor stores electric charge. Polarised capacitors must be connected the correct way round. They usually have larger values, 1µF and greater. See above for uses.
A rheostat has 2 contacts and is usually used to control current. Uses include controlling lamp brightness or motor speed and changing the rate of flow of charge into a capacitor in a timing circuit.