There's actually 4 kinds.
Normal Move - yeh...
Attack move (alt+move) - Will stop and attack any units that get in range. Will also give chase if they leave range. Once that unit is dead, they will move to their destination.
FRD - Will attack any enemies on the current planet, always. If not attacking enemies, will move to their destination.
Group Move (G)- can be combined with any of the above. Makes all the selected units move at the slowest units speed.