Hail and sleet and very similar. Both are frozen raindrops. Hail is often seen in summertime, sleet is more common in wintertime.
Here are the main forms of frozen precipitation:
Hail usually makes several trips up and down through the atmosphere in strong thunderstorm updrafts, and therefore has several layers. That's why hailstones can be as large as softballs.
Sleet forms when a partially melted snowflakes or raindrop turns back into ice as it falls through the air. Sleet is usually tiny clear ice pellets.
Freezing Rain happens when raindrops fall in liquid form and immediately freeze when they hit a cold surface.
Snow falls when the air temperature is below freezing. Snow forms when water freezes in a cloud, and turns into flakes it falls through the cloud.