Clinical Case Study: "Case reports that include disorder, diagnosis, and clinical treatment for individuals with mental or medical illnesses." Definition derived from American Psychological Association.
Clinical Trial: From the National Institutes of Health, "Clinical trials look at new ways to prevent, detect, or treat disease. Treatments might be new drugs or new combinations of drugs, new surgical procedures or devices, or new ways to use existing treatments. The goal of clinical trials is to determine if a new test or treatment works and is safe. Clinical trials can also look at other aspects of care, such as improving the quality of life for people with chronic illnesses." These can be useful in researching psychology if you are wanting to look into treatments and/or drugs for a particular mental disorder/illness.
Empirical Study: "Study based on facts, systematic observation, or experiment, rather than theory or general philosophical principle." Definition derived from American Psychological Association.
Literature Review: "Survey of previously published literature on a particular topic to define and clarify a particular problem; summarize previous investigations; identify relations, contradictions, gaps, and inconsistencies in the literature; and suggest the next step in solving the problem." Definition derived from American Psychological Association.
Meta-Analysis: A quantitative analysis that reviews data from previous research done on a particular topic to better draw conclusions about that research and topic. These are usually from the medical perspective, but can sometimes be fruitful when looking for information on mental disorders/illnesses.
Systematic Review: A literature review that not only compiles, but also analyzes all the pertinent literature on a specific topic. The review attempts to answer a research question and it can be a very valuable source of resources for your work. See Cochrane's What is a Systematic Review for more information.