WAMP is an acronym for Windows (OS), Apache (web-server), MySQL (database), PHP (language).
XAMPP and WampServer are both free packages of WAMP, with additional applications/tools, put together by different people. There are also other WAMPs such as UniformServer. And there are commercial WAMPs such as WampDeveloper (what I use).
Their differences are in the format/structure of the package, the configurations, and the included management applications.
IIS is a web-server application just like Apache is, except it’s made by Microsoft and is Windows only (Apache runs on both Windows and Linux). IIS is also more geared towards using ASP.NET (vs. PHP) and “SQL Server” (vs. MySQL), though it can use PHP and MySQL too.