These include both conventional explosives as well as makeshift bombs (improvised) that may be triggered using diverse methods, like pressure such as with landmines, remote detonation using a radio transmitter including cellular, as well as other methods.
Some may be worn such as in suicide bombers strapping dynamite on their person, or may be transported such as in car bombs or trucks, such as the Oklahoma City bombing in the United States. The explosion was equivalent to 2 tons of TNT (Source: Planning Guidance for a Nuclear Detonation - 2 Edition FINAL).
Using a vehicle in such manner is called a VBIED (Vehicle Borne Improvised Explosive Device). Simply put, the materials utilized in the making of bombs are relatively easy to obtain by terrorists and may be delivered in any one of many different methods.
The effectiveness of these devices will vary depending on quality of materials, location of the device at the time of detonation, various types of interference, build quality as well as the ingredients utilized in the making of these devices.
From this you may know that public areas where many people congregate such as subways, tourist attractions and malls as well as other places, are potential targets. Obviously government buildings are also targets by terrorists. Some nations are more prone to these attacks than others, however in the future that may change. The September 11, 2001 attacks in the United States was a wake-up call for everyone, and we should learn from it.
Just to mention here, there are also IND's (Improvised Nuclear Devices, up to about 10 KT in yield) that also exist.