That blue one, with the additional 2 pins is usually ear marked for the motherboard. Some motherboards need 6 some need 8 pins. There can be two sets of these types of connections on a motherboard (one right next to the main plug, and another near the external connections/CPU: this latter one can be 2 to 8 pins). It will depend on the design/layout of the motherboard if they are all needed or not.
The small 4 pin connector is usually for a fan.
The Molex connectors are legacy connectors for fans, and other peripherals (floppy drives, CD/DVD drives...).