My phone connects to either E, 3G, H or H+, what do they mean ?

G is GPRS ~ 86kbps
E is EDGE ~ 236kbps
3G is UMTS ~ 386kbps
H is HSDPA ~ 3.2Mbps
H+ is HSPA ~ 7.2Mbps or HSPA+ (14.4Mbps or 21.1Mbps)

Other indicators:
R (or triangle) indicator means "roaming", it indicates you are outside the coverage of your cellular provider and likely to incur extra charges.
x indicator means no signal, airplane indicator means airplane mode, where all cell/data/Wi-Fi is turned off.

Notes:
Some older phones don't display H or H+, it is possible that they show 3G for UMTS, HSPA and HSPA+
G or E means you're on a 2G network, 3G is either disabled or you're not in an area with 3G coverage.