Keep in mind that there's currently well over 7000 different SFF PCs available for sale worldwide, not counting different configurations. There's a huge amount more of them available than people think.
That said, for US buyers, you've got some categories based on want/need (volume in liters):
compute stick: plugs into a hdmi port
size: < 0.1L
comes with OS?: yes
common cpu: Y series (not much processing power here & very expensive for what you get)
graphics: processor graphics
ex: Intel Compute Stick
ultra compact: typically sold as a "barebones" kit, add memory and storage
size: 0.4L to 0.8L or so
comes with OS?: usually not
common cpu: U series, nearly all of them 2 core
graphics: almost always processor graphics
ex: Intel NUC, Gigabyte Brix, many Zotacs
custom SFF: typically a complete PC, just plug in
size: 1L to 2L or so (note that the Mini is about 1.4L)
comes with OS?: usually
common cpu: U series
graphics: almost always processor graphics
ex: Mini. all of the PC manufacturers have their own version, some multiple
mini-STX: These are built on the new mini-STX board standard, typically sold barebones with PS + case (mini-STX is the replacement for the "thin mini-itx" boards)
size: 1.5L to 3L or so
comes with OS?: usually not
common cpu: T/S series (basically, full desktop processors)
graphics: processor graphics
ex: Deskmini 110
http://www.asrock.com/nettop/Intel/Deskmini 110 Series/
mini-ITX: mostly for if you want a custom video card / suitable for high-end gaming
size: 4L to 20L+
comes with OS?: no
common cpu: S series (there are even some xeon boards available that can take the 18/22 core chips)
graphics: has a card slot
ex: build it yourself thing. the case usually defines the build. check out Dan-cases for a really small gaming case (7.5L w/ full sized video card) or Fractal Node 304 (19L) for a full featured case
There's a massive amount of selection out there. Figure out what you want first, then find what you want to buy