Basically:
PS4 remote play: stream games from your PS4 as long as they are installed and you're on wifi.
xCloud free (let's call it like that because it doesn't have an official name I think): the same as remote play for PS4, not sure if it's required to be on wifi though
PSNOW: game streaming for a library of games available on the service (and download in some cases if you're on a PS4, but the subject of the thread is the streaming part) without need for a PS4. In that case the games are streamed from their datacenters. This is PS4 and PC only
xCloud not free: stream from MS datacenters for games you own, included but not limited to Game Pass. No console needed. At first mobile only with plans to bring to other platforms (not sure wich ones though for now. PC being the most likely, Switch rumored but I'm not sure Nintendo is willing to play ball, and well, they said they want it on as many platforms as possible so it's anyone's guess where it will end up. I'm pretty sure if Sony allowed it they'll be up to bring it to PS, but I seriously doubt Sony will ever accept, even less than Nintendo)