Xanthan Gum v. Guar Gum v. Cellulose Gum v. Glucomannan
Methyl Cellulose is the same stuff used in wallpaper paste. Food grade, with no fungsides added (etc) obvious.

A notable property is that it thickenes as you heat it. And it thins as it cool. The oposite of most gels. This let's you create things like 'hot ice cream'

Guar and Xanthan gums are ment to be pretty interchangeable in baking (I think). I find that Guar gum when used in sauses/gravey can be a bit slimy to my taste.
(I haven't tried Xanthan gum for that yet)

I haven't used glucomannan before.

There are a few other gelling agents you can look at:

Sodium alginate. Made from seaweed. This is the thicker used in MacDonald's apple pies. It is temperature stable. (Same thickness hot or cold) Adding calcium causes it to thickened more. This let's you make 'fruit caviar' by dropping slightly thickened juice into a bath of water with calcium added.

There are kappa and iota carrageen. Also made from seaweed. I forget which but one is a very brittle gel (think like jello or egg white) the other is a not brittle (think soft boiled egg yoke)

There is gelan. It is very clear. Good for making fancy cocktail jelly's. Haut couture jello shots!

There is pectin. Made from citrus. This is what makes jam thick. Nuf said.

This site has some good info, recipes, and a shop for these gelling agents etc: http://molecularrecipes.com/