The first and most prominent type is the "in-camera" double exposure. This is the one that I do the most of and is the one that you have most control over from beginning to end because of the features and customization available inside of your camera while shooting. Many of the cameras will actually create a RAW double exposure image for you directly inside of your camera so there's no compositing done after you shoot. Here's an example of one of my "in-camera" double exposures: