The Grand Slams are the Australian Open, Roland Garros, Wimbledon, and the US Open. (They are governed by the 'Grand Slam Committee' and are a seperate entity from the ATP and WTA).
The Masters Series in 2007 were Indian Wells, Miami, Monte Carlo, Rome, Hamburg, Montreal, Cincinnati, Madrid and Paris.
The Masters Cup is the year end championship. It's had all kinds of names in the past and they will be changing it again to the WTF. (yes, really, the WTF).