Helpers are possibly the most basic possible nodes; they do nothing except animate. You cannot attach geometry to them via matrices of a geoset either. They simply "help" the animations along.
Collision shapes are for click-selecting models; move the cursor inside a shape and it will highlight, and a click will select the model.
Splats are the footprints that appear during walk sequences on most models, ubersplats are craters and things that sometimes come out of projectiles; the "ground textures" for buildings are also ubersplats. All created by event objects, the object's name being the code for the correct splat/ubersplat/sound etc etc.
I'm not entirely sure. I think ubersplats are more controllable in-game (note the new ubersplat trigger actions that came a couple patches ago), while splats are a simpler version that just do what the SLK says and no more or less. This is, of course, all idle speculation.
They're all spawned by event object anyway, so in working with models there isn't really a difference worth noting.