CNA = Certified Nursing Assistant; training programs start around 6 months long, and can generally be found at the local vocational/technical school. Some nursing homes will have their own CNA classes as well. They generally work in nursing homes and rehabilitation facilites.
LPN/LVN = Licensed Practical/Vocational Nurse; training programs go from ~12-24 months, and also are usually taught at a vocational/technical school. They are licensed nurses, but with less training, therefore can not do as much or work in some of the same settings (like ICU, at least in my facility) as RN's. They can work many places though: nursing homes, hospitals, doctor's offices. They often do many of the same jobs as RN's, but make a lot less money.
RN's: There are 3 ways to become a registered nurse
1) Associate Degree
3) Bachelor's degree
Associate degree RN's attend a community college setting for a 2 year course of training, after completing all their prerequisites. They are registered nurses, but have an associate degree in nursing.
Diploma RN programs are not seen much anymore - I don't know if there are any left in the US, actually. When they were still widely in operation, their programs lasted 3 years, and was often run by individual hospitals, where most of the training was "on the job", in other words, you learned not so much by taking classes but by being at the bedside with the patient doing the care.
Bachelor's degree RN's have a 2 year course of training following completion of prerequisites. You come out with Bachelor's degree in Nursing, and it is a requirement for many management and adminsitration jobs. It is also required if you want to do any advanced study, like nurse practitioner, or nurse anesthetist.
As to which one you should do - it depends on what your ultimate goal is.
The idea that an ADN-RN is an "easier" track is crap. I have precepted (allow students to work with me as I give patient care) for our local community college, and they are just as rigorous as the other programs. You will work hard no matter where you go.
My own personal bias is towards the BSN route.
This is not to say that ADN-RN's aren't fabulous nurses, because they are, and I was one for almost 10 years, but if you want to advance or do things beyond the traditional "bedside, in the hospital" nursing, many employers require that BSN. You still have to take many of the same prerequisite classes, and the actual "nursing" training is 2 years in both ADN and BSN. My coworkers and I figured it out once, and for our programs here, it was about a semester's worth longer to get the BSN - totally worth it, in my opinion. It gives you more options and many employers are going towards the "BSN-preferred" criteria for hiring. (Sorry ADN's, but it's true.)
Start by going to your community college and talk to the people in admissions. You can get at least prerequisites there, even if you end up transferring it to a 4 year college to get your BSN.
Feel free to ask anything else.