The Arduino Nano is a small, complete, and breadboard-friendly board based on the ATmega328 (Arduino Nano 3.x). It has more or less the same functionality of the Arduino Duemilanove, but in a different package. It lacks only a DC power jack, and works with a Mini-B USB cable instead of a standard one.
The Arduino Mega 2560 is a microcontroller board based on the ATmega2560. It has 54 digital input/output pins (of which 15 can be used as PWM outputs), 16 analog inputs, 4 UARTs (hardware serial ports), a 16 MHz crystal oscillator, a USB connection, a power jack, an ICSP header, and a reset button. It contains everything needed to support the microcontroller; simply connect it to a computer with a USB cable or power it with a AC-to-DC adapter or battery to get started. The Mega 2560 board is compatible with most shields designed for the Uno and the former boards Duemilanove or Diecimila.
The CNC Shield v4 is made for the control of 3D printers, milling and engraving machines. This version of the shield has 1 motor driver less than its predecessor, but is more compact and has room for an Arduino Nano. This board has 3 sockets for the installation of stepper motor drivers such as the A4988. Only 2 channels per motor are required to control this motor. There is also a connection for 2 end-stop switches per motor.
The DRV8825 is a Motor Driver with two H-bridge drivers and a microstepping indexer. The driver has a maximum output capacity of 45 V and ± 2.5 A. It can operate bipolar stepper motors in full, 1/2, 1/4, 1/8, 1/16 and 1/32-step modes. This driver module is generally used in Robotics, ATMs and Gaming Machines.