Ayleid Ruins - elfish remains of an ancient civilization that ruled Cyrodiil before the Empire was proclaimed. These are usually quite big, 2 or 3 level dungeons, filled with traps and (mostly) undead. Ayleid Ruins are the only place where you can come by Welkynd and Varla stones, which are useful in some quests and also quite valuable. Most of the Ayleid ruins play a certain role in a miscellaneous quest called "The Collector" (found in Imperial City).
Camps - small bandit encampments, a few tents and a fireplace is all there is to them.
Caves - just yer everyday RPG caverns, what's there to tell? They are very different from each other when it comes to monster encounters and size. Not all of them are related to some quests.
Cities - gates, districts, etc. Most of them are already marked on your map when you start the game.
Daedric Shrines - there are 15 of them, and each one is connected to a particular quest. See "Daedric Quests" chapter for details.
Forts - ruined imperial posts, usually consisting of both underground and on-ground facilities.
Inns - places to stay and rest, sometimes to find a quest in.
Mines - not very common around Cyrodiil. The only difference between a mine and a common cave is a presence of silver/gold veins, from which you can get some nuggets.
"Peaks" - well, the name isn't too accurate, but it's hard to define this type of locations. They are mostly some terrain irregularities that you are lead to by certain quests.
Settlements - farms, priories, temples and such. Most of them are connected to some quests.