Let's restrict the scope of the question a little bit: I'm interested to learn about major differences in pricing formulae for nominal government bonds. The pricing formulae for inflation-linked bonds could well make a topic of another (and more difficult) question.
Well, that's still a very general question. A few elements of answer : Bonds pay interest on a regular basis, semiannual for US treasury and corporate bonds, annual for others such as Eurobonds, and quarterly for others. You need to distinguish between fixed coupon bonds, zero coupon bonds, bonds with an amortization schedule, floating rate notes based on LIBOR or equivalent, etc ... Different quotation methods are available (clean vs dirty especially), and the basis used to compute the accrual interest can differ as well.