• If your LaTeX code contains only EPS figures, you can use the latex command (also OK to use pdflatex) to compile your code.
• If you use bibtex, you have to compile your code using commands latex, bibtex, latex and latex in sequence.
• If you use the psfrag package to edit EPS figures (only work for EPS figures), you have to compile your LaTeX code using commands latex, dvi2ps and ps2pdf in sequence.
• To use the tex4ht tool to convert LaTeX to other formats, you have to use the latex command to compile. See this post for more information.

• If you use non-EPS figures in your LaTeX code, you have to use the pdflatex command to compile your code.
• If you use bibtex, you have to compile your code using commands pdflatex, bibtex, pdflatex and pdflatex in sequence.
• Generally speaking the pdflatex command is preferred to latex.

xelatex

• For compiling LaTeX code containing CJK characters.

pdfTexify

• A command seen in WinEdt for compiling LaTeX code repeatedly until all issues are resolved. This can be a more convenient alternative to apply commands pdflatex, bibtex, pdflatex and pdflatex when you use bibtex in your LaTeX code. Surely one can write bash functions to simplify this process in Linux easily.