Like Kummer said.
If you want to prove continuity at a point x_0, then your expression for [itex]\delta(\epsilon)[/itex] may depend on x_0 too: [itex]\delta(\epsilon, x_0)[/itex]. And sometimes, like in the proof of the chain rule I think, it becomes necessary to specify that a number delta is the delta associated with epsilon, and x_0 and of the function f, and in that end, we shall write [itex]\delta(\epsilon, x_0, f)[/itex].
Moreover, if a function is continuous on [a,b] say, then it means that given epsilon>0, there is a delta for every x in [a,b] and [itex]\delta(\epsilon, x)[/itex] can be seen as a function sending x in [a,b] to a such proper delta. And if that [itex]\delta(\epsilon, x)[/itex] function can be arranged to be constant over [a,b] (i.e. independent of x), this is when we say that f is uniformly continuous on [a,b].