Why are there four types of execution? Wouldn't it be enough if there were only one type of execution? Lashes for example are only of one type and the standard 40 lashes.
There are different types of execution to highlight the various severities of the sin for which the sinner is being executed for.
As the Rambam writes (הלכות סנהדרין פרק יד):
"Stoning is more severe than burning, burning is more severe than beheading, beheading is more sever than strangulation."
Similarly there are various types of "heavenly killing", e.g. כרת, מיתה בידי שמים, ערירי depending on the severity of the crime.
There are also different types of Korbanot, depending on the sin.
Even in monetary restitution we find that sometimes you pay what you damaged/stole and sometimes you pay more (חצי נזק) and sometimes you pay more; double, 4 or 5 times, and sometimes you get fined.