The fescues fall between the two. Kentucky bluegrass spreads by underground stems called rhizomes. It forms a tough sod. When damaged, the rhizomes can creep back in to cover the bare spot. The other grasses are bunch grasses that don't spread as well or form as dense a sod.
Fine fescue has very thin, fine leaves.
Tall fescue's leaves are coarse. Ryegrass and bluegrass fall in between. In addition, you also need to consider how much time and money you plan to invest in your lawn, and how good you want it to look. The fescues are good choices for low-maintenance lawns that you won't have to fertilize often, and that you won't mow closer than 3 inches to the ground. At the other end of the spectrum, Kentucky bluegrass makes a fine-looking lawn, but require more careful management to stay healthy.