The thing which makes the whole difference between these types of governments is the role of the central government within the state.
1) The main characteristic of confederation is its weak central authority which receives all its powers from the state or provincial governments. At the same time, its states hold all the powers of an independent nation, they are allowed to make treaties with other powers, maintain a military force and print money. This style of democratic government is considered to be too weak to sustain the burgeoning country, so US chose federal one.
2) Federalism system is best known as sharing of power between the central government and state, including provincial and local governing bodies. As I mentioned before, the United States is the example of federal government. Also, only the federal government can sigh treaties with other countries. The states or other authorities do not have such a power.
3) A unitary system is characterized by holding all the powers in the central government. As well as in other types, the unitary state has local and regional governmental offices, but all their actions are under control of the central government. The United Kingdom and France are good examples of unitary governments.