Hair Gel
Hair gel is a hairstyling product that is used to stiffen hair into a particular hairstyle. The results it produces are usually similar to, but stronger than, those of hair spray, and weaker than those of hair glue or hair wax
Hair Spray
Hair spray is a common household aqueous solution that is used to keep hair stiff or in a certain style. Stronger than hair gel or hair wax, it is sprayed to hold styles for a long period. Using a pump or aerosol spray nozzle, it sprays evenly over the hair. May leave hair feeling "crunchy" unless brushed out.
This is the interesting part...Japanese scientists have recently found strains of bacteria, Microbacterium hatanonis, that have evolved to live in hair spray.
Excessive use or lack of washing after hair spray may lead to dull or damaged hair and dandruff. Some hair sprays are scented or have color. Hair spray is an easy way to hold hairstyles for a short period. Hair spray can be used mostly for hairstyles like the beehive and the bubble.
Hair spray is extremely flammable, more so before it is dry. The result of ignition is moderate to serious burns to the hair, head and upper torso, sometimes resulting in death. (that's dangerous..)
Pomade is a greasy or waxy substance that is used to style hair. Pomade makes hair look slick and shiny. Unlike hair spray and hair gel, pomade does not dry and often takes several washes to remove. It can be easily removed using a special shampoo or other de-greasers such as olive oil, dish washing liquid and lemon juice.
Wax
Hair wax is a thick hairstyling product containing wax, used to assist with holding the hair. In contrast with hair gel, most of which contain alcohol, hair wax remains pliable and has less chance of drying out. Consequently, hair wax is currently experiencing an increase in popularity, with many manufacturers releasing versions that are referred to as pomade, putty, glue, whip, molding gum, or styling paste.
Source: wikipedia
p/s : Can electric shock be as one of the method of hairstyling? =)