Differences are in the cache size (mainly L2). I am not sure in the actual size of them, but that is what differs the Athlon from the Duron (and the Pentium from the Celeron). There are also a few other things, but that's irrelevant for now.
Duron is slower than the Athlons (by around 10%).
Celeron is slower than the pentiums (by around 15-20%).
The Morgan core for the Duron is especially nice, and improves speed a lot.