rk2001's write up is mostly wong. Until this coming thursday I will be a professional astrophysicist, well a graduate student at any rate, after that I move into interactive cinema, but that's another story, here then is my expert commentary.
The first scentence is fairly accurate, gravitational instability causes clouds to collapse. The centre of the cloud heats up and becomes dense, fusion occurs. The opacity of the star is so high that the radiation becomes thermalised, i.e. the radiation spectrum is a Black Body spectrum and hence the star emits at all wavelengths. I pity the poor fool that lives by a star which emits gamma rays alone, I especially worry about their sunblock bills.

Red Giant
Red Giant is a stage in the life cycle of some stars, it is not the radiation nor the energy released during the formation of a star. It is one of the last stages in the evoloution of a star. Once most of the fuel of a star has been spent (after say 10 billion years for the average G star) the internal dynamics of the star becomes somewhat unstable. This causes the outer layers to balloon out, whence the monicer Giant is derived. As the surface area of the outer layer increases so dramatically the temperature drops according to conservation of energy and the star becomes signifigantly redder than before.

White Dwarf Any star that will eventually form a white dwarf will not only burn all of it's hydrogen into helium but also all of it's helium in to calcium, and so until all that is left is an iron core. The final Hydrogen burning will be completed before the star reaches the Red Giant stage, the white dwarf stage is after the ref giant stage. The unstable nature of the interior of said star will cause the outer layers to be ejected forming what is known as a planetary nebula, M51, the ring nebula visable just off of the constalation Cygnus is a wonderful example. When the outer layers are cast aside the still glowing core is a small compact (one might even say dwarf like) and hence bright (or white) object. There is no longer any burning and the white dwarf will slowly cool. Some white dwarf's do not make it through to Iorn and are just carbon, they eventually crystalise, think of that, giant diamonds in the sky.

Black Dwarf
No astronomical object has this name.

Neutron Star
If a star is big enough it will turn into a supernova. The star can be thought of as a tug of war between gravity attempting to collapse the star and the burning which provides a pressure against collapse. When the core has burnt through to Iorn, no more energy can be realesd through fusion and the pressure against gravity stops. Gravity wins and squeezes the core of the star. The electons in the iorn core are forced in towards the neuclei as the desnity rises. The electrons combine with the positorns and the only material left are neutrons closly packed together. Nuclear degenercy pressure provides support against the collapse. The outer layers get blown away from the recoil against the now neutron core. The remnant is a neutron star, left over after the explosion.

A star that has exploded, the brightest stage of a star's life.

If a star becomes a pulsar it is likley that it will never become a black hole. A pulsar is a neutron star with an accretion disk. As the matter falls onto the pulsar it gets ejected along the axis of rotation of the star. We don't understand well why this happens, but it is ubiqitous amonst systems with accretion flow. The radiation out along the poles is continious but as the star precesses the direction of this cone gets swept around in a circle. If we are in the path of this beam we see pulsed radiation, the pulsar acts like a cosmic lighthouse.

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