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Witchaloks still tend to confuse me a bit, though (I heard that some of them are hermaphroditic androgynites ?).
amok: if you really want an answer, it depends on the lore and myth of whatever-universe the thingy you looking at is set in.
This. Each setting defines their own rules and what these terms mean.

The only ones who exist on Earth are stage-magicians, though.

As others have noted, common connotations are:
Mage = catchall term
Magician = somewhat derogative (weaker mage or show magician)
Wizard = mage who studied his craft in some kind of academia (aka. book-mage)
Sorcerer = intuitive mage
Shaman = even more intuitive mage in league with the forces of nature
Warlock = evil sorcerer, sometimes also just meaning male witch.
Thaumathurg = kind of magic scientist, even more booksie than the Wizard
Wizzard = Rincewind, the mage who can't even spell

And then there are of course the ones who specialize in one specific field of magic. With quite self-explanatory titles:
Enchanter, Conjurer, Necromancer, Illusionist, etc.
Lifthrasil: The only ones who exist on Earth are stage-magicians, though.
Hah. Define "exist".

Shamans, marabouts, "de-witchers", etc, do exist, in the sense that there are people who have this function in many societies. What they actually do may be more psychological and social than downright magical, granted, but still, our world is full of them. They do impact societies and lives (of believers), both positively and negatively. But they fulfill the function that is expected from them (basically: attributing fictional meaning to life's chaos and helping people deal with it), and that's why they endure everywhere.

And, beyond that, there may be actually non-existing ones, in the sense that so one plays that role (self-identifies with it), while people still accuse each others of being one, and act in accordance to that belief (with fear, paranoia, revenge, trials, accusations, retaliation). But there again this belief may make it exist : when people's consensus designate you as a witch or sorcerer, your only social and psychological defense may be to embrace this role, and use it to gain status (to use the fear of you as a weapon) instead of getting destroyed despite your denials. So, you "become" one. Making it exist, and not exist, but hey, exist. Just like policemen exist because they wear the uniform and people around them behave accordingly to its meaning.

So, for the OP : There's usually a distinction between "witchcraft" and "sorcery" in english (not really in french), according to which "sorcery" is mostly innate (evil eye, etc) while "witchcraft" is a deliberate craft. But these descriptive categories are tough to use. They are often (loaded) foreign words trying to translate local concepts, in order to sort them out, and to make (sometimes valid, sometimes undue) comparisons between cultures. They can be handy to use, but it's always worth deciding and clarifying yourself what the words mean to you before using them, if you really wish to communicate an info. "Shamanism", for instance, is a strictly siberian thing. But it's been used to designate many similar practices throughout the world, according to some shared elements (in this case, the ability to communicate with spirits, or to travel in the spirit world, through ceremonies and rituals, in order to influence the physical world : health, weather, etc). So you can always nitpick on whether this or that should or shouldn't be called "shamanism" aswell. I'd say the closest thing to shamanism that I've seen in a videogame is the "legacy of kain" vampire. But AD&Ders are free to do with "shamanism" what Romero did with "zombies". It's just a matter of re-defining the word locally.

So, in videogames, usually, sorcerers are mystics and magicians are scholars. It's pretty arbitrary. Zero reason to take these distinctions seriously in fiction, it can be misleading. Even in science, the meanings fluctuate a bit, and those people are actually trying to define a universal consensus on the concepts. Humanity is complicated. And videogames don't even try...

There. *pushes glasses back up on nose without touching them*
It would be interesting to compare different languages. In Polish there is:

Mag - Mage/Magican - guy who does magic (has no female form).
Czarodziej (Wizard in English, der Zauberer in German) - old, wise guy who deals with good or "white" magic.
Czarodziejka is the female form, but it's translated as Enchantress (so Czarodziej could also be Enchanter).
Czarownik (Sorcerer, der Hexer in German) - evil guy who deals with black magic.
Czarownica is the female form, but it can also mean something like Witch (die Hexe) even though there is separate word for Witch (Wiedźma).
Czarnoksiężnik (probably der Hexenmeister in German) - even more evil guy, master of the black magic (no female form).
nightcraw1er.488: I cannot agree that using ''tricks'' and ''illusions'' is magic.That sort of stuff is not magic in the true sense of the word,therefore it is Fiction.
nightcraw1er.488: But that is exactly it. The "magic" you talk about is from modern day interpretation, so wizards magic duelling, and such like is d&d and such like. But there are real magicians dating way back into antiquity, there were magicians in the courts of the Pharoahs, they performed tricks and such like which confused those who could not understand it. Tv and computers would seem like magic to those a hundred years ago a tesla lightning coil would have been magic way back etc. So the modern concept of altering the universe based on a power is unlikely (not impossible as we don't know everything) so can be considered fiction, how history is real, and magicians really did/do exist.
Let's put it this way,unless I see it with my eyes then it is not magic but trickery.For instance,a person that can do anything that (Superman) can do (in REAL life) is MAGIC.Now,until this actually happens then it is trickery or a con job on people's imagination and we all know what tricks the imagination can play.As for what you are saying above,it is (to me) unproven and hearsay and Fiction.The only magic performed,modern days is the Hollywood film industry which we watch and enjoy and marvel the ''special effects'' of the tricks that they use with film/pc's.
dtgreene: Something I have been wondering for quite a while: What is the difference between these 3 types of spellcasters?
Sorcerers and Wizards don't exist. Magicians are entertainers that do "tricks".
teceem: Wizards don't exist.
Marcin disagrees
when is a spell not a spell?

...non, really, immaskin' :/
Fairfox: when is a spell not a spell?

...non, really, immaskin' :/
When you do it. Then it is mis-spelled! ;-)
Fairfox: when is a spell not a spell?

...non, really, immaskin' :/
Lifthrasil: When you do it. Then it is mis-spelled! ;-)