shared memory is shared (the GPU uses the systems normal RAM), dedicated memory is placed close to the GPU (on the same AGP/PCIe card as the GPU).

Normally you only have shared memory on systems where the GPU is physically close to the CPU (Consoles, integrated GPUs on some CPUs(Intels for example), SoCs, etc)

thanks~ but what about the apg memory?the description of it is quite similar to shared memory,so i'm puzzled

AGP memory is probably non local(shared) memory used by AGP(an old graphics port that was common before PCI-e) but it might also refer to AIMM memory (which is dedicated memory inserted into the AGP port for use by an integrated GPU)