A couple people have asked about hot-ends. The first picture is a Mendel-Parts unit on an extruder. It works fine, but you don't want to over or under tighten the bolts holding the PEEK block or else it will put stress on the PTFE thermal insulator and you either get a blowout or it compresses and binds on the filament.
The second picture is an arcol.hu hot-end. This is a workhorse, never gets too hot, doesn't need a fan (on my setup, at least), but the attachment to the extruder has different bolt patterns than most others so you need an adapter plate or to print an extruder specifically for it. This is with a 0.55mm nozzle.
The Makergear groovemount system is my favorite. Makergear uses nichrome wire and fire-cement for the heating element which heats up and cools down very quickly, but it's fragile. They have a variety of nozzle sizes. I have this on my number 1 printer, with a 0.35mm nozzle.
The third picture is a J-head from
http://www.hotends.com This also is a groovemount system, but the heater block and nozzle are one part. Nozzle sizes range from 0.35mm to 0.75mm.