I am an old coot to as far as weed goes, I like to smoke good flower. Someone will chime in soon with a more detailed answer, but afaik shatter and wax are concentrates produced by a few different methods. I think you need different paraphanalia to smoke it, involvolving either a fancy glass glass rig or as simple as a crack pipe looking thing, but a hot "nail" or something to heat it up. One or maybe both? of them are also commonly called dabs. Kief is roughly the stuff you would collect in one of those grinders with a screen and a bottom chamber that you let build up for a few weeks and sprinkle it on top of your packed bowl, or in a joint. Dispensary keif is probabably collected differrently and more efficiently. It's basically the heads of the resin glands (trichomes?), the frosty looking stuff you see on good budshots. As far as sugar, IDK.
Personally, the bud available nowadays, whether you buy it or grow it, is still good enough to get me by, and I consider my tolerance to be pretty high. I've never done dabs, but since I got my med card I have tried tincture, capsules, chocalate and gummies. The only one I remotely liked were 1:1 5MG gummies. I would take them again. If I didn't have any bud.
Sugar I'm not sure about. Maybe processed but I think u use it like kief?