Guitar tuning pegs or machine heads are located on the headstock of the guitar. They adjust the tension of the strings and allow it to be tuned. Tuning is done by turning the tuning peg. Bridge pins are at the other end of the guitar string and the hold the string in place. This part can not be adjusted and do not alter the tuning of the guitar in anyway. They simply hold the ball on the end of the string in place. Bridge pins are available in a variety of materials including ebony, rosewood, titanium and plastic. The plastic ones are often coloured black, white on ivory colour (off white) to match the rest of the parts on your guitar.
Tuning pegs are available in various sizes, forms and materials to suit acoustic, electric and classical guitars, along with bass guitars.
You can find more guitar parts, tuning pegs and bridge pins here.