The most of spyware is Adware. The main purpose of an adware program is to capture "anonymous" data for targeted advertising. Adware is usually just an annoyance, but sometimes it can cause greater difficulties.
The less common spyware programs is called Malware. Malware is a program that designed to cause problems with computer. Malware include viruses, Trojan horse programs, and certain forms of hijacking spyware. These types of spyware are written to get personal information such as email passwords, internet banking passwords, credit card numbers, and social security numbers for fraud. Many of spyware can change default program settings to allow an attacker access to the computer, or monitor a user's keystrokes to get information. The information is then sent off to the attacker via email without user knowledge or intervention.
There are thousands out there, new ones are added to the list everyday. But here are a few:
Alexa, Aureate/Radiate, BargainBuddy, ClickTillUWin, Conducent Timesink, Cydoor, Comet Cursor, eZula/KaZaa Toptext, Flashpoint/Flashtrack, Flyswat, Gator, GoHip, Hotbar, ISTbar, Lions Pride Enterprises/Blazing Logic/Trek Blue, Lop (C2Media), Mattel Brodcast, Morpheus, NewDotNet, Realplayer, Songspy, Xupiter, Web3000, WebHancer, Windows Messenger Service.