Cold chills (often called "goose bumps" "goose pimples" "goose skin" "chicken skin") is the most common. Most people experience it from time to time. Like during a scary movie. It feels vaguely pleasant but unusual and is triggered by an emotional perception - like the anticipation of something scary. It's rarely accompanied by a strong emotional reflex in response.
The other two, ASMR and Frisson, are more rare. Most people don't experience these and even fewer experience both. For example, I can Frisson, but I can't ASMR. The numbers for each are something like 3-10% of the population. But it's only recently started to get attention and research.
ASMR is a pleasurable feeling due to a person specific stimulus. It can the sound of whispering, or box flaps rubbing on each other. Usually gentle sounds in certain categories. There are non-audio versions of it as well. something about the stimulus triggers an deep pleasurable feeling in most people who can ASMR. It's probably a little like getting a little endorphine boost or taking a little pleasure drug. It's usually accompanied by "cold chill" like physical reactions but also an internal mental/emotional reaction as well (typically pleasant). People who can ASMR describe an ASMR reaction as being distinct from a cold chill.
Recently the internet has allowed people who can ASMR to share triggers and discuss the phenomenon. I don't know much more about it than any other non-ASMR but I come across it every once in a while while investigating Frisson as the two phenomenon are often confused.
Here's an entire reddit dedicated capturing and sharing ASMR triggers.
Note that this doesn't mean any person who can ASMR can come here and use any trigger. The triggers are highly specific to the individual.
Frisson is a similar phenomenon and a bit better studied. I can talk more about this one since I can Frisson. Frisson is tied very specifically to musical perception, but can occur outside of music as well.
While the general population might be 3-10% Frisson-able, musicians tend to be much higher. It's similar to ASMR in the sense that a "trigger" kicks off an extremely pleasurable emotional and physical response. For different people who can Frisson, it's usually extremely specific passages in certain songs (or even certain performances of a song).
And yes, there are communities who share their frisson triggers You'll often see a link to a song and a description of the specific passage or time index when the sharer typically frissons. http://www.reddit.com/r/frisson
A frisson is like a very intense cold-chill, usually in the upper body. I get it very strongly along the sides of my upper spine between my shoulder blades. If cold chills can be ranked from 1-10 on an intensity scale, the typical frisson would be like a 20 to a 50.
But there's a deep emotional reaction too. I can't speak for all frissoners, but for me it's a transcendent all consuming emotion, like all of my emotions are triggered at once and amplified out of my own control. It feels like you are right in the middle of the most terrible, most beautiful experience a human can have. Like all of your closest loved ones died and were suddenly found alive at the same time.
The same passage can induce a frisson over and over again for a while. But a bit like a drug, you can "get used to" a passage till you've lost the ability to frisson to it. So frissoners are often on the lookout for new triggers.
Not suprisingly, it's linked to rises in dopamine levels and can be addictive in all the ways dopamine addiction works -- including the withdrawal crankiness. It's rare enough that I've never met another person face-to-face who I was aware was a fellow frissoner. Most non-frissoners just think it's "extreme enjoyment of music" but it's quite distinct and different. I never even knew what it was called until I was almost 30 and decided to investigate it a bit.
I discovered it when I was maybe 4 or 5, I found a passage on a tape and my mother found me playing that passage over and over again on the home stereo while hysterically laughing and crying my eyes out. For a long time my mother thought something was wrong with me or that I was unusually sensitive to music. I was actually so embarrassed by it that I hid it from everybody for a very long time.
But growing up I played some tapes to absolute death trying to get my "fix". Later I started to learn that if I over frissoned to the same musical passage it would eventually lose the effect. So I learned to ration it out and collected a sizable library of tapes I could cycle through. I started to mentally categorize music by how much of a frisson it could create. I started to use frisson to deal with stress and anxiety. It had all the hallmarks of a drug addiction I guess except I only had to find a supply of music and not street drugs.
Happy to answer any questions anybody might have.