Regarding orcs, in Tolkien "goblin" was really just a colloquial term for Orc. They are not even neatly divided into sub-races, it just a matter of terminology...
I find it a bit "interesting" that people have trouble telling the difference between Orcs and Hobgoblins, but they haven't any trouble telling the difference between 4 kinds of Elves, Gnomes, and Halflings. In all cases there it all boils down to "small, graceful, magical folk".
Orcs are human-sized giants whose appearance has a few boar-like features but are otherwise inspired by neanderthals, they have green skin, can hardily survive any environment, disdain technology of any sort, have shamanistic religions involving spirits of natural forces and of the dead, they have terrible tempers and fly into a blinding rage quite easily, they have massive overwhelming strength and once they get going they can crash through anything. On the other hand, they are superstitious and fearful of the unknown and if you can cause fear before anger, you can scatter them. They are generally wild and enjoy freedom, they don't respect anyone who isn't stronger, fiercer or a purer warrior than themselves and will be quick to challenge anyone they suspect of weakness. They don't take well to long or complicated tasks and will become lazy or just abandon jobs if not kept in check.
Hobgoblins are generally distant cousins of elves (just how distant depends on the setting), they have tiger and gorilla-like features, reddish or yellowish skin, stand tall and are all-around athletic. They are intelligent, but very traditional, practical and conservative, so they rarely embrace new innovations and generally don't spend any time researching mystical arts. They are orderly, strict and cruel. They tend to keep their emotions bottled and do their best not to act on anger or fear. They see their lives very much as preparation for a war that will take place afterwards, but otherwise generally dismiss the finer points of religion. Their biggest weakness is their arrogance and their ability to turn all against them. They also need civilization of some sort to thrive unlike Orcs or Goblins, this means they are easier for humans to work with without having to put them in chains. In fact, once a hobgoblin gives you his word he will accomplish a mission, he will complete it-- though you might not care for the way in which he completes it.
Goblins are smaller cousins of Hobgoblins who are all but a slave race. They can be much more attune to nature and be better at training beasts. They are also much sneakier and far more devious. They have strong survival instincts and can figure out how to thrive just about anywhere without changing the environment much. They share the spiritual view of the world and are superstitious like Orcs, but they are not prone to rage or thoughtless aggression. They are highly adaptable to any situation, but at the same time they live very short lives and are easily bored. They tend to be rude, base, immature and perverted and have very short attention spans.
Bugbears and Kobolds are also distinctly different from these three, but surely you can begin to see the idea. Aside from being ugly, Orcs and Hobgoblins are practically exact opposites in every single way across the board. It is like comparing Vikings and Spartans or Mongols and Samurai. Goblins are small and a bit of a mix of the two, but with their own unique twists as masters of stealth, deception and adaptability.