Oats are are a grain and the kernel of the oat is covered in hard outer husk that inedible.
Whole oats are usually the raw grain and haven't been processed. Whole unbroken kernels.
Steamed and crimped have been heated in steam and then the oat kernel has been crimped to allow the kernel to be easily digested. It breaks open the outer coating of the kernel but leaves the coating intact.
Oats that have had the hard outer kernel removed but the bran coating left in place are called groats.
Steel cut oats is when the bran coating is left in place but the kernel is chopped into bits.
Rolled oats are the oat groats that have been rolled flat, steamed and roasted. This is what you buy in the grocery store from Quaker that oatmeal is made from.
Now that you know what they are lets look at what they provide.
Whole oats are best for regular feedings as the indigestible husk provides added fiber and the bran layer below is intact.
Steamed and Crimped are also good but are more easily digested but you still have the added fiber and intact bran layer.
Steel cut doesn't add as much fiber because the husk has been removed but it's good for rabbits that may need to gain weight or need quick energy. Limited access is advisable for these oats.
Rolled oats are the easiest to digest and they aren't bad but too many can lead to excessive weight gain and possibly bloat. Recommended for sickly animals that need more calories or those that need more energy such as pregnant or nursing does. Also I know some rabbit owners that will use rolled oats in a minimal quantity to keep their rabbits in condition. This is usually in the form of a mixture of seeds, sunflower and flax mixed with rolled oats.
My preference for oats and conditioning is 1 cup oats, 1 cup black raw sunflower seeds, and 1/2 cup flax seeds. Mix together and feed one to two teaspoons a week per every 5lbs of rabbit.