Apart from your in-camera flash, there are several other types of flash available. Probably the most useful for digicam users is a portable flashgun which fits to the hot shoe of your camera and has a wider range than the built in flash. It has a sensor, which measures the amount of light needed for a correct exposure, and then adjusts flash duration accordingly.
If you don't have a hot shoe, a slave flash would be an alternative. These fire the flash when they sense another flash nearby going off. As most digicams fire two flashes, the first to adjust white balance and color settings and the second when the shutter opens, you should make sure your slave has the possibility to be triggered by the second flash.
A ring flash, which fits around the front of your lens, gives a strong directional light without the harsh shadows caused by in- or on-camera flash.
It is used mainly for fashion or advertising shots although its shadowless light could be a real bonus for macro shots.
Studio flash units are large mains powered flash lights with variable power output for use in the studio or on location. They can be fitted with all sorts of accessories like softboxes, umbrellas or "barndoors" to soften or direct the light. Color temperature is exactly 5500 Kelvin, just like midday sun, so there are no color casts such as with tungsten light