The first powered aircraft used propellers to create thrust. Propellers are driven by engines or (in the case of the handful of electrically powered aircraft) motors. Propellers were used both for early airplanes like the Wright Flyer and to propel enormous dirigibles like the Hindenburg. Despite the various advances, most powered aircraft today still use propellers; many are small private aircraft, but a large number of commercial and military planes are propeller-driven.
Early experiments in jet propulsion were performed in the 1920s in France and elsewhere. During WWII, both sides expended considerable resources on developing this new type of engine, but the Germans were the first to field operational aircraft. These early jets had limited speed and range and consumed an enormous amount of fuel to blast air through the engine to produce thrust. Modern jets use gas-driven rotating turbines to produce thrust, and can stay in the air for many hours without refueling.
Rockets have been used for centuries. They were first developed in China and were mostly used for ceremonial or entertainment purposes. The use of rockets in war was primarily a European development. It was also in Europe, as well as in the U.S. and Russia, that serious efforts were made to develop rockets for transportation. The work of Robert Goddard in the U.S. and Werner Von Braun in Germany was instrumental in these developments. Rockets' advantage over other power aircraft is that they carry the oxygen used to burn their fuel with them, meaning they're not limited to the atmosphere.
In a sense, a ramjet is a rocket that doesn't carry an oxidizer with it. Ramjets work by forcing air in the nozzle of the engine at a high pressure to produce thrust. The forced air results from the movement of the aircraft, which means for a ramjet to work, it must first get up to speed; this is why most ramjet designs also have jet engines or the engines themselves are dual purpose. Because of their greater speed, they have the ability to operate at the very edge of space.
