The major difference between this devices categories is the targeted market, cost-based audience preference, and competitors devices.
So, if you have a company that wish to take over flagship market, you would consider manufacturing flagship smartphones, but if you stay in this territory, you will lose low-end smartphones share market. Then, you will consider manufacturing other low-end smartphones to take over its market.. and so on.
In general, the difference for you as a consumer is in the cost of each category’s devices, offcourse low cost means low specifications for a device. Better specifications = higher cost.
Here is a brief description of Samsung galaxy serieses lineup (plus represents 100$ US):
Tend to be built using low cost hardware. Designed to be a low-end smartphone but with an average performance.
Price tag: ++
Tend to be more like a Galaxy C series with a small drop off in specifications. Designed to be a mid-range smartphone with a good performance.
Price tag: +++
Tend to be using specifications close to S series, sometimes better on paper in two or more aspects (e.g: Galaxy C9 Pro has a 6GB RAM and a 4000mAh battery, while Galaxy S7 has a 4GB RAM and a 3600mAh battery, both 2016 phones).
Price tag: ++++
Tend to be samsung’s interface in smartphones world, designed with the most powerfull available hardware that samsung claims to have, uesd to show off the company’s best smartphones industrial design. Not mandatory to have the best specs on paper in every aspect (e.g: known by an average battery life, not the best available).
Price tag: ++++++
Galaxy Note Series:
Tend to be a pumped up S series with an overall improvements, an all-new stylus: S Pen, a better hardware, bigger screen size, slightly updated UI. Not mandatory to be better than S series in every aspect (e.g: Galaxy S7 has a 3600mAh battery, while Galaxy Note7 has a 3500mAh battery. Galaxy S6 has an IR blaster, while Galaxy Note5 doesn’t).
The S series are being released for high-end market, whereas the A series are being released mostly for mid-end market.
Thus, from the target market alone, the S series are superior in terms of features and overall performance as compared with the A series. The S series will always have the latest features embedded into it, with each feature carrying the highest quality of performance.
The relation between the categories can be represented as follows:
J < A < C < S < Note
Update: Samsung cancelled Galaxy J series in 2019 and offered more options of Galaxy A series to compensate.