First come first served - completes the oldest job first. Easy for one long, unimportent job to hold up the whole CPU and block other jobs from running.
Round robin - does n amount of CPU cycles on the current task, before moving on to the next one. Takes time to switch tasks, adding extra wait time before all tasks are done.
Shortest remaining time - completes whichever task has the "least" CPU cycles remaining, based on a quick estimaiton from the CPU. Estimation can take time and be inaccurate.
Shortest task first - only takes into account the total duration of the task, regardless of how many cycles have already been completed. Again, the total duration is only an estimate.
Multi-level feedback queue - fancy combination of the above. What operating systems actually use.