Some additional comments. The critical difference is the method of modulation.
AM = amplitude modulation which means the sound vibrations are used to vary the signal strength (amplitude) of the radio carrier signal.
FM = frequency modulation means the sound vibrations are used to vary the frequency of the radio carrier signal.
So don't confuse AM vs FM signals with the specific frequency bands. Much of the relative comparison made in the suggested links have more to do with choice of frequency than the choice of modulation method.
We could send either AM or FM transmissions in all the frequency bands in principle although the receiver must match the modulation method.
There's massive amounts of information online. You can start with wikipedia articles on AM and FM (spell them out). Also Amateur Radio organizations have a great deal of literature at various technical levels since one must learn and be tested on technical details to get a license. Check out http://www.arrl.org" [Broken]