Body shimmer I don't know much about, as I've never been a fan of it, but basically those I've tried make your skin subtly sparkly. Most I've seen are spritzes or lotions you rub in.
Bronzer is to make you appear to have a tan, more or less. It's supposed to give you a glowing complexion, as if you've spent a lot of time in the sun. Usually a powder, but comes in liquid forms. It can be used in place of blush, as a complement to blush (more subtly), or all over if used lightly. Less is more, as it does what it says: makes your skin "bronze".
Blush is great and nearly a must-have if you use powder or foundation. These tend to cover your natural blush, which can make you look very unnatural. Though mainly applied to one's cheekbones, it can also be used very subtly (I stress: VERY, and these don't work for everyone) on other places such as your nose, chin, and just under your eyebrows. Mostly a powder, but I've recently become a fan of the Dream Matte Mousse blush. Like bronzer, a little goes a long way.
Hope this was what you were looking for. :D