Sanhedrin 49 - Four Methods of Execution
Four different methods of execution were used by the court, depending on the various capital offenses that the person has committed. In descending order of severity these are: stoning, burning, beheading, and strangulation.
What difference does the severity of the execution make? In a situation where one has committed several capital offenses, each of which renders him liable to a different type of execution - since one cannot be executed more than once - he receives the more severe type of execution for which he is liable. Rabbi Shimon lists them in a different order: burning, stoning, strangulation, and beheading.
Art: Paul Delaroche - The Execution Of Lady Jane Grey