In the modal literature various notions of completeness have been studied for normal modal logics. Four of these are defined here, viz. (plain) completeness, first-order completeness, canonicity and possession of the finite model property — and their connections are studied. Up to one important exception, all possible inclusion relations are either proved or disproved. Hopefully, this helps to establish some order in the jungle of concepts concerning modal logics. In the course of the exposition, the interesting properties of first-order definability (...) and preservation under ultrafilter extensions are introduced and studied as well. (shrink)