Priyadarshini, this is a tough question, and you might not find a fully satisfactory answer anywhere. The types of bonding which atoms can do is really not quite as diverse as it is often claimed---in the end what makes atoms attract to each other can really only come from the following effects:
- covalent-type bonding (this has something to do with the kinetic energy, which in quantum systems is lower when electrons are spread out over more space; in covalent bonds this kinetic energy win is large enough to offset the potential energy loss due to electrons getting away further from the cores).
- electrostatic interactions (i.e., electrostatic interactions due to atoms/molecules having electronic densities in space which result in net attraction)
- electrodynamic interactions (e.g., the London-dispersion force, which also occurs between atoms and molecules without permanent multipole moments)
In the end, all other kinds of "formal" bonding (e.g., coordinate bonds, metal bonds, hydrogen bonds, halogen bonds etc.) are either variants or mixtures of these basic bonding motives (especially the first two---the last one is much weaker). Coordinate complexes can make a classification especially difficult, since they form a broad spectrum of mixtures of covalent and electrostatic type (and, additionally, they often have covalent bonding motives which are rarely seen elsewhere, e.g., all kinds of strange 3-center bonds). This can make it very hard to predict how the bonding in a complex really looks like without an explicit first principles calculation, and even first principles calculations may not make the result obvious.
In the end the question of whether or not something is a coordinate bond or a covalent bond comes down a lot to interpretation. For example, recently a lot of progress as been made in interpreting various centers normally considered to lie in the realm of organic chemistry (e.g., carbenes, phosphorous, etc) as coordination complexes. For example, see:
http://dx.doi.org/10.1039/C0SC00388C
http://dx.doi.org/10.1002/anie.200701632
http://dx.doi.org/10.1021/ja510558d