Along with the ATX12V 1.0 (2000), this 4-pins connector came to provide some extra 12 Volts
When the 24-pins connector was introduced, the power supply problem was somehow solved. But the motherboards and the devices had more demands on 12 Volts, thus, the 4-pins 12V power connector was introduced. This connector has 2 12V and 2 GROUND cables. It is physically polarized to avoid errors in connection.
A mostly rare connector, used usually with the old 6+6 pins connector. Most people have never seen such a connector.
This is a rather rare connector. It was used mostly with the 2x6 pins power supply. It had +3.3 and +5 volts lines, as well as three extra grounds. It is a polarized connector with all the... bad habits that the 6+6 power supply connectors had.
The EPS12V cable was adopted by the SSI group to provide more power and stability
A new connector with 4 12-volts lines introduced during 2003. It was used for powering multiple CPUs, but as the new CPUs was growing rapidly, it became a standard connector. It is usually called also "EPS12V" cable. This cable was adopted by the Server System Infrastructure (SSI) group to provide a more powerful and stable environment for critical server-based systems and applications. Sometimes, power supplies carry only one 4-pin 12V connector. You may connect only one 4-pins 12v power supply in an 8-pins connector on the motherboard with no problem. Also, if your power supply comes with 2 x 4-pins 12v connectors, they can be connected both, side by side on the motherboard. It is physically polarized to avoid errors in connection.
Peripheral power supply
Peripheral 4 pins power supply
This is the oldest connector that is used still (and widely) today, for powering various devices of any kind
This connector dates back to the original PC 6+6 pins power supply, yet it is still widely used. At first it was used to power the hard disc drives and the cd-roms, but until today it has been used to power any kind of device, such as extra fans, video cards, moding accessories etc. It is so common, that the term "4 pin molex" leads directly to this connector, even if a 4 pin molex is also the 4 pins 12V power supply cable for the motherboard. It is physically polarized to avoid errors in connection.
Also a very old connector, but it looks like that it has crossed the point of extinction...
This is also dated from the first PC 6+6 power supply, but it is slowly disappearing, as the floppy discs are disappearing too. It has exactly the same pins as the previous 4-pins peripheral connector, but it is smaller in size, thus is usually called "mini molex". Sometimes, except the floppy discs, this connector was used to provide extra power to the AGP cards. The connector is physically polarized to avoid errors in connection.
@Roger Cole for small signals you may wanna use RJ connectors, like the ones used on telephones and ethernet cables. They come in different sizes with 2,4,5,8 wires and they are pretty small. This is what i would use for small signals. For high current rates, polarized headers such as these are ggood:
http://www.futurlec.com/ConnPolHead.shtml
Great resource as has been said. I am looking for a plug/socket to adapt a six-wire 12v house thermostat controller. Based on reading this, (a) I can forget about using the ATX 6 pin as being too rare but (b) looks like I could use two peripheral 4-pin plugs or (c) the PCI Express 6=pin. The latter looks like overkill for the small signals and currents there will be and I am thinking option (b). Any thoughts appreciated!
@Mark Green each connector has a different key, so that they cannot be connected wrong. You may wanna check the keys to ensure that they do connect there. If you see closely the conneters you will notice that each pin may be rectangular, or like a roof top. The same "keys" applies to the the connector receptacles on the motherboard. This way, you cannot put wrong connectors.