LaTeX & BibTeX

e.g.: \usepackage{amsmath}
http://www.ams.org/arc/resources/amslatex-about.html

\usepackage{natbib}
natbib: Gives additional citation options and styles. Often used for journal submission.

*bibtex and biber are external programs that process *bibliography information and act (roughly) as the interface between your .bib file and your LaTeX document.
*natbib and biblatex are LaTeX packages that format citations and bibliographies; natbib works only with bibtex, while biblatex (at the moment) works with both bibtex and biber.)

BibLATEX is a complete reimplementation of the bibliographic facilities provided by LATEX. Formatting of the bibliography is entirely controlled by LATEX macros, and a working knowledge of LATEX should be sufficient to design new bibliography and citation styles. BibLaTeX uses its own data backend program called “biber” to read and process the bibliographic data. With biber, BibLaTeX has many features rivalling or surpassing other bibliography systems. To mention a few:

Running LaTeX → Biber → BibLaTeX
*The code should be \usepackage{biblatex}, \addbibresource{filename.bib} and \printbibliography.
**Don't use \bibliography or \bibliographystyle as they belong to BibTeX.

To display your bibliography and use citing commands, you need to use a LaTeX package. You can use either biblatex, or natbib. With the latter, your .bib file need to be processed with BibTeX. But if you use biblatex, you can process your .bib file either with biber, or with BibTeX.