There's a massive variety of coil builds.
Micro more or less signifies that the coil wraps touch throughout. Some people say they're smaller in diameter, but i think of nano when i think of a micro coil with a tiny diameter. Macro coils are just larger coils with space between the wraps, as i understand it anyway.
Many of the other types are novelty builds and speciality designs for limited practical application. They're often more decorative than useful, but some vapers swear by their favorites. Of course some are also very practical with great utility, although sometimes for very specific purposes, such as for a particular atty, where the available space is very idiosyncratic or limited by the structure of the device.