Contour feathers give shape and color to the bird. They are found everywhere except the beak, legs, and feet.  Contour feathers are colored only at the ends (the only part that we see).  At its base, a contour feather becomes downy which helps insulate the bird.   

Down feathers have little or no shaft.  They are soft and fluffy.  Down feathers help insulate birds by trapping air.  Some birds, such as herons, have special down feathers called powder down which breaks up into a fine powder.  The bird then spreads this fine powder all over its body to act as a water repellant.  

Semiplume feathers are a cross between down and contour feathers.  Unlike down, they do have a well formed shaft.  However, they do not have well developed barbicels which make them soft.  Semiplume feathers are found underneath contour feathers and are used for insulation.

Bristle feathers are very stiff with only a few barbs found at the base.  Bristle feathers are found around the mouth of insect eating birds where they act as a funnel.  They can also be found around the eyes where they work like eyelashes. 

Filoplume feathers are incredibly small.  They have a tuft of barbs at the end of the shaft.  Unlike other feathers which are attached to muscle for movement, filoplume feathers are attached to nerve endings.  These feathers send messages to the brain that give information about the placement of feathers for flight, insulation, and preening.