Freezing Rain
This is a tricky one, because its name is confusing. A friend of mine said he saw tiny ice pellets falling on the ground around him and called it freezing rain. If ice is falling from the sky, then yes freezing rain seems like the perfect thing to call it! But this is in fact sleet, not freezing rain. Freezing rain is when liquid precipitation falls from the sky and freezes upon contact with the ground, roads, cars, or any other object. If it's raining outside but you notice patches of ice forming on the ground, that's freezing rain. Freezing rain occurs when the surface is colder than the atmosphere above. The surface or object the rain lands on must be at 32 degrees or below to cause the transition from liquid to ice. However, the air above the surface has to be above 32 degrees for a significant distance in order for the rain to still fall as a liquid. So, the more accurate term for freezing rain would be "rain that freezes on the surface," but obviously people would get tired of saying that all the time!
Sleet
This is the one that my friend saw falling that day! Sleet is like hail, only smaller and falls when it's cold, not during a thunderstorm. If the ice is smaller 0.2 inches in diameter and it's cold outside, it's sleet; bigger than 0.2 inches and warm outside, it's hail. When the ice that's falling is that tiny, you don't have to worry about it denting your car, but it can still make for very slick roads. Sleet starts as snow high up in the atmosphere, but if the snow passes through a layer of warm air, it will melt. If this raindrop then enters another layer of cold air, it will partially refreeze and arrive at the surface as an ice pellet rather than a snowflake.
This is of course the most famous type of winter precipitation and can be common or uncommon depending on what part of the country you live in. Rather than falling as tiny balls of ice like sleet, snow falls as tiny ice crystals of all shapes, though they typically feature hexagonal symmetry. Snow can form at any temperature below freezing in the atmosphere, but you typically don't see as much snow formation in extreme cold (below 0 F) because there is usually not enough moisture present. For snow to reach the surface, the snowflake must not fall through any part of the atmosphere warmer than 32 degrees...as a general rule. This is why in the southern U.S. snow is so uncommon, because it is rare for the entire atmosphere to be this cold. However, if the atmosphere is cold enough, snow can still fall when it's above freezing at the surface. That's because a snowflake can fall for about 1,000 feet in slightly above freezing conditions before completely melting. If it's warmer than 41 degrees outside though, it's just too warm for snow.
So there's the difference between the three types and hopefully you now have a better idea of just how they form. Forecasting has improved greatly, but precipitation type is still difficult to predict. A few degrees difference at any layer of the atmosphere can have a dramatic effect on what type of precipitation falls. So the next time your meteorologist says it will snow and you instead see sleet falling from the sky, try not to get too angry :)