Basically, RDFS is built on top of RDF, and OWL is built on top of RDFS.
Any OWL ontology can be serialized using one of RDF formats (RDF/XML, Turtle). There are, however, syntaxes specific to OWL (OWL/XML, Manchester Syntax, Functional Syntax).
rdfs is the schema used to describe rdf, there are tied toghether this way. All the rest are ontologies based on rdf, closer more or less to the domain you want to describe, owl is one of them. Because owl is a basic ontology is used often.