System.Data.SqlClient: It describes a collection of classes used to access a SQL Server database.
System.Data.OleDb: It describes a collection of classes used to access an OleDb data source. (Microsoft Access, MySQL, Informix, DB2, Oracle.. It uses OleDB drivers to connect to data source)
System.Data.Odbc: It describes a collection of classes that are used to access a ODBC data source. (We can connect any relation database which supports odbc drivers).
System.Data.OracleClient: It describes a collection of classes that are used to connect Oracle Database.