Adding

Shapes.AddCanvas	Removed in 2007
Shapes.AddCallout	Creates a borderless line callout shape
Shapes.AddConnector	Creates a chart. Charts > VBA
Shapes.AddCurve	Creates a connector shape
Shapes.AddFormControl	Creates a bezier curve
Shapes.AddLabel	Creates a Form Control. Macros > Worksheet Controls
Shapes.AddLine	Creates a line shape
Shapes.AddOLEObject	Creates an ActiveX control Macros > Worksheet Controls
Shapes.AddPicture	Replaced with AddPicture2
Shapes.AddPicture2	Creates a picture from an existing file
Shapes.AddPolyline	Creates an open polyline or closed polyline shape
Shapes.AddShape	Creates an Autoshape.
Shapes.AddTextbox	Creates a textbox shape
Shapes.AddTextEffect	Creates a WordArt

Shapes.AddPicture2

Adds a picture to a worksheet.
The Shapes.AddPicture method does not have the Compress argument.

Dim oWsh as Excel.Worksheet 
Dim oShape As Excel.Shape 
Set oWsh = Application.ActiveSheet 
Set oShape = oWsh.Shapes.AddPicture2(FileName:="C:\temp\image.bmp, _ 
                                     LinkToFile:=msoTriState.msoFalse, _ 
                                     SaveWithDocument:=msoTriState.msoTrue, _ 
                                     Left:=80, _ 
                                     Top:=80, _ 
                                     Width:=80, _ 
                                     Height:=80, _ 
                                     Compress:=msoPictureCompress.msoPictureCompressFalse)

FileName - The full path of the picture or graphic to insert
LinkToFile - Indicates whether the picture is linked or not
SaveWithDocument - Indicates whether the picture is saved in the worksheet (must be true in VBA. If set to false you set a "the specified value is out of range" error)
Left - The position of the left edge relative to the active cell (in points)
Top - The position of the top edge relative to the active cell (in points)
Width - The width of the picture (in points)
Height - The height of the picture (in points)
Compress - Determines whether the picture should be compressed when inserted

Shapes.AddShape

Dim oWsh as Excel.Worksheet 
Dim oShape As Excel.Shape 
Set oWsh = Application.ActiveSheet 
Set oShape = oWsh.Shapes.AddShape(Type:=msoAutoShapeType.msoShapeMoon, _ 
                                  Left:=20, _ 
                                  Top:=20, _ 
                                  Width:=20, _ 
                                  Height:=20)

Type -
Left - The position of the left edge relative to the active cell (in points)
Top - The position of the top edge relative to the active cell (in points)
Width -
Height -

Set oShape = oWsh.Shapes.AddShape(msoShape16pointStar, _ 
    ActiveCell.Left, ActiveCell.Top, 80, 27)

Shapes.AddTextBox

ActiveSheet.Shapes.AddTextBox(Orientation:=msoTextOrientation.msoTextOrientationHorizontal, _ 
                              Left:= 
                              Top:= 
                              Width:= 
                              Height:=)

Orientation -
Left - The position of the left edge relative to the active cell (in points)
Top - The position of the top edge relative to the active cell (in points)
Width -
Height -

Shapes.AddTextBox(msoTextOrientationHorizontal, Selection.Left, Selection.Top, 20, 20) 
Shapes.AddTextBox(msoTextOrientationHorizontal, Range("B2").Left, Range("B2").Top, 20, 20)

Shapes.AddTextEffect

Adds WordArt

ActiveSheet.Shapes.AddTextEffect(PresetTextEffect:=, _ 
                                 Text:=, _ 
                                 FontName:=, _ 
                                 FontSize:=, _ 
                                 FontBold:=, _ 
                                 FontItalic:=, _ 
                                 Left:=, _ 
                                 Top:=).Select

PresetTextEffect -
Text -
FontName -
FontSize -
FontBold -
FontItalic -
Left -
Top -

Pictures.Insert (depreciated)

In Excel 2007 this method inserts the picture as an embedded object
In Excel 2010 and later this method inserts the picture as a link (be warned)
This method is not displayed in the intellisense and is only available for backwards compatibility

Dim oWsh As Excel.Worksheet 
Dim oPicture As Excel.Picture 
Set oPicture = oWsh.Pictures.Insert(Filename:="C:\temp\picture.png") 

oPicture.Width = 
oPicture.Height = 
oPicture.Left = 
oPicture.Top = 
oPicture.Placement = xlMoveAndSize 
oPicture.PrintObject