One main difference between programs is how structured the curriculum is. Schools also differ in how much emphasis they place on building social and emotional skills versus academic skills, how teachers interact with students, and what kind of toys and materials are used.
The most popular approach in the U.S., known as "play-based" or "developmentally appropriate," assumes that kids learn best through play. Students in these programs generally choose their activities and learn at their own pace.
Another popular approach (found in Montessori, Waldorf, and Reggio Emilia schools) is child-centered learning, where kids choose their activities based on their interests. Montessori schools aim to foster independence, encouraging kids to work independently using special toys for hands-on learning. Waldorf schools encourage imagination and emotional health through creative projects such as gardening or baking. In Reggio Emilia programs, teachers create projects based on the interests of the kids, in order to help them explore how to get answers and later reflect on what they learned.
Other programs include academic or "traditional" preschools, which are generally teacher-directed (students follow a set schedule of activities focused on pre-reading and pre-math skills) as well as religious preschools and parent-run co-ops. Remember, there's no "best" type of school; you want to find one that's a good match for your family's needs and values, and your child's personality.