I've grouped these settings together because they tend to be grouped together on the camera.

Burst Rate
This is the term for how fast the camera can capture sequential images and write them to the memory card. For any action or sports photographer, the faster the burst rate the better, but that doesn't mean it isn't useful for everyone else.

Burst rate is usually defined as how many shots per second a camera can capture in a sequence without stopping. As images are captured, they are temporarily written to a RAM buffer allowing the camera to continue shooting while the buffer slowly processes the images and writes them to memory card. When the buffer gets full, the camera stops allowing sequential shots until more space is freed up. The bigger the file, the more space they take up in the buffer and the longer they take to write to the card, meaning less shots in a row.

Multi-Shot
Multi-shot (also known as continuous shooting mode) is a setting that allows continuous shooting by pressing the shutter release button once. The Multi-shot setting is indicated by an icon and is off by default, except on sport mode.

There may also be the option to turn on or off continuous focusing (sometimes called Servo. Nikon SLR's called Cf). Because this uses a lot of battery juice, you may want to turn this off when it's not needed.

Even though the multi-shot setting was designed for sports and action photographers, it can be used any time and might even save the day. There are many instances where your shutter speed might not be as fast as you would like such as low light scenes or when zoomed all the way in on a subject. In instances like these, if you take one shot, there is a good chance that just the small motion of pressing the shutter release button will blur the shot; a problem known as "camera shake".

Camera manafacturers are all too aware of the problem and are constantly coming up with all kinds of vibration reduction in the cameras and the lenses to try to compensate (not fix) the problem.

The easiest way to better your chances for a clear image, is to turn on your multi-shot and fire away. Usually the first image or two will be a bit soft due to your hand motion, but more often than not, at least one of the series will be sharp. It may seem cheesey, but trust me, it works. The only drawback is if you have a very high-end camera, because with one button press, you may end up with ten images or more!

Self-Timer
This setting is pretty self explanatory; set the timer, run in front of the camera, doubt that it was set right, run back toward the camera as it takes a great shot of you coming toward it with a puzzled look on your face.

I tend to use this setting more often when I want to avoid getting camera shake even when the camera is on a tripod. Just touching the camera's firing button can jiggle it enough to make images soft. Many cameras even have a couple different timer settings for 2 seconds up to 30 seconds.

Remote Control
Many cameras have dedicated settings for either a cable release that plugs into your camera and allows you to leave the shutter open for an indefinate amount of time. Other cameras have a remote control that can fire the camera remotely.