These different types of propulstion and manouvering systems allow mecha and ships to propell themselves.
thrusters
Thursters are small jets that allow for slow movement or fine manouvering.
Steam Vents
These are thrusters that use compressed air or steam to provide thrust, most usefull in space.
[Odin anime]
Anti-gravity drive
Anti-gravity drives do nothing more than negate the effects of gravity, such as allow a ship or car to hover, thrusters or some other drive system is also necessary to provide foward movement.
[repulser lifts from Star Wars, also seen in ST:motion picture.]
Propellers
Propellers are useable only in atmosphere or liquids. A propeller is a specially shaped rotor that spins to push/pull against the atmosphere/liquid to produce foward movement.
Reaction Drives
For the most part reaction drives are the primary propulstion system. The drive directs energy in one direction, causing the ship to move in the other. The thrust can be directed to change directions slightly, but thrusters must be used for sharper turns or finer movements.
[impulse engines in Star Trek, or the main engine in Yamato/Star Blazers]
Inertialess Drive
Similar to an anti-gravity drive, the inertaless drive counteracts the effects of inertia, allowing quicker movements and impossibly sharp turns.
Sails
Sails catch wind to push a ship foward, in space solar sails catch energy from stars to produce movement in much the same way.
Laser line tracking
Used mainly in space, a large laser or energy beam is projected from one point to another. A ship (with sails) uses thrusters to enter the beam, and the sail catches the beam to propell the it foward along the beam. Much like an interstate highway.
[used in Odin anime]
Gravity Drives
These drives project a gravity source in front of them, which causes it to fall foward. Much like a horse following a carrot tied to a stick held in front of it.
[used in Odin anime]