Experimenting with your own org is the best way to really get to know these flows and understand how they're configured in practice.
CTA and identity expert Nicolas Vanden Bossche has created a Heroku app, based on groundwork from Jitendra Zaa's excellent OAuthFlows project, which can be easily set up to integrate to your dev org, playground or sandbox. This really helps to see many of the flows in action, and supports flows like SAML bearer, SAML assertion and Device Code which are difficult to try out using only a REST client.
Full instructions on setting up the app are in Nicolas's GitHub repo: https://github.com/NVandenBossche/salesforce-iam-flows
