Each type of therapy has a different and specific focus, depending on who is involved and what issues are being addressed.
 
Adult individual sessions are typically for ages 18 and up, for one-on-one work concentrating on you and your struggles specifically.  This is typically a much more personal approach to psychological healing, and is used to treat many diagnoses, from coping with everyday stress to undoing deep trauma.  The goal is to help you become more fully yourself.  It may also be used in addition to couples' or family therapy to help each partner process feelings or additional issues that come up during sessions.

Child individual therapy is for children ages 5 to 17.  Techniques may differ from talk therapy depending on the age in question, but are always geared towards finding the right way to help your child process and learn to cope with whatever they are struggling with.  Play, art, sensory integration, and behavioral therapy are just some of the different methods and techniques that may be more suited to children when talk therapy leaves them bored or they are unable to communicate their feelings effectively because of their developmental level.

Couples' therapy, also known as marriage counseling, is specifically geared towards finding ways to help your relationship with your significant other.  This may address issues such as lack of emotional closeness, sexual difficulties, substance abuse, infidelity, or even basic communication problems.  It can also be used prior to moving in together or getting married to improve cohesion between partners and ensure compatibility for the long haul.  On the other end of the spectrum, this kind of counseling may also be used during divorces and the end of relationships to ensure amicable separation, increase effective communication and avoid the "bitter rivalries" often brought on by extensive legal fees.

Family therapy is for when issues seem to permeate the household, but also for when there seem to be problems between parents and children.  The goal is to help everyone in the family shift their dynamics and find a way to coexist peacefully, whether through setting and following healthy boundaries or learning to better communicate needs and listen.  This style of therapy may at times include sessions when the therapist sits down with family members individually to get more information about each member's perspective about an issue, then come together with the family in order facilitate communication as an objective observer.