3.3V and 5V are used mostly for your motherboard, RAM, some of your CPU load, PCI expansion cards (plus onboard motherboard controllers and chips), the control electronics in your hard/optical drives, and some of the load of an AGP graphics card.
+12V is used for the motors of your hard/optical drives (the majority of the power draw there), and most of the load from the CPU(s) and AGP/PCIe graphics card(s).
+5V"SB" is the standby power (for maintaining things like wake-on-lan, etc. while the computer is nominally 'off').
-5V and -12V are only used (AFAIK) for signalling on the serial port -- and increasingly are not needed at all.
For a fast computer these days, the most important rail is +12V, since CPUs and GPUs use more power than everything put together (by a long shot), and each hard/optical drive requires a fair amount of power to spin up.