Sorcerer - Born with innate magic power, usually from a magical bloodline (such as having the blood of dragons through his family).
A bit more in-depth: Uses his inner strength to cast spells. Knows limited spells but has great control over them, being able to more finely manipulate them than other spell casters, being able to do things such as duplicate their spells or casting them instantly, in the blink of an eye.
Subclasses - Sorcerous Origin
Warlock - Made a pact in exchange for power. A typical example would be selling their soul to the Devil in exchange of magical abilities, but you choose the actual nature of the pact and with what being you made the pact (and gain different powers depending on that being - your Patron). Highly customizable class, with different powers to choose from and the choice of having either a special, talking familiar, a black book of spells, or an unique magic weapon linked to you.
Subclasses - Otherworldly Patrons
Wizard -
Subclasses - Arcane Traditions