Convection ovens/fan ovens augment a traditional oven by circulating heated air using a high temperature fan. By moving hot air past the food, convection ovens can operate at a lower temperature than a standard conventional oven and they can cook food more quickly.

A grill is a device or surface used for cooking food, usually fueled by gas or charcoal. Grilling is a form of cooking that involves direct heat.

A microwave oven, or microwave, is a kitchen appliance employing microwave radiation primarily to cook or heat food. Microwave ovens have revolutionized food preparation since their use became widespread in the 1970s. However, a microwave is limited because it cannot "brown" food and heats unevenly.
A convection oven is best for baking.
A microwave is perfect for reheating leftovers and popping popcorn.
And a grill is ideal, in my opinion, for cooking meats.