Microtubules: composed of alpha and beta tubulin. Microtubules are heavily involved in transporting organelles and vesicles within the cell. In eukaryotes, the axoneme of flagella and cilia is made of microtubules. During mitosis, the mitotic spindle is made of microtubules as well. Recall that microtubules grow as alpha/beta tubulin dimers bind to GTP and are added to the growing end of the microtubule; on the opposite end, GTP is being hydrolyzed, breaking down the microtubule.
Microfilaments: composed of actin, microfilaments aid in maintaining cell shape. They are crucial for cytokinesis to occur as well as muscle contraction.
Intermediate filaments: also involved in maintaining cell shape. Can be made of a variety of things depending on location, but importantly can be composed of keratin in skin cells and lamin in the nuclear envelope.
I recommend reviewing pages 33-36 in your "Systems" Classroom Companion (Biology 2) as well.