What makes each one different from other sounds at the same place is the way in which it is produced. Simply voicing - whether or not the vocal cords vibrate when the consonant is pronounced. Pronounce an s or f and notice the friction in the sound. Africates are also classified as stops since the airstream is halted briefly. Pronounce all or are very slowly and hear the difference between the vowel and the liquid consonants.
Some languages trill r's, of course.
L is considered a lateral liquid because it is made by putting the tip of the tongue against the alveolar ridge, then letting the airstream flow around the sides of the tongue - laterally . Parts of this lesson adapted somewhat from Fromkin and Rodman's An Introduction to Language , Sixth Ed.