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An MTA, or Message Transfer Agent (a.k.a., Mail Transfer Agent) is the software and other systems that are responsible for sending and receiving mail between systems. That is the ONLY things MTAs do: they send and receive messages between systems. MTAs use the SMTP (Simple Mail Transfer Protocol) to send and receive messages.

Another (not very precise) term for this is "mail server". MTAs commonly used with Mailman include:

Exim: http://www.exim.org/

Postfix:  http://www.postfix.org/

QMail:  http://cr.yp.to/qmail.html

Sendmail:  http://www.sendmail.com/

An MUA or Mail User Agent is the program that an end user uses to read and process mail. Typical examples include Pegasus, exmh, mutt, Eudora, TheBat, pine, elm. Sometimes imprecisely (and confusingly) also called a "mail client".

An LDA is a Local Delivery Agent. An MDA is a Mail Delivery Agent. The two are essentially synonymous. (Actually there are subtle differences between the two, but they only concern those involved in the deep arcana of mail systems.) LDAs/MDAs are the software responsible for receiving a message from an MTA and arranging for it to be received by the local system (eg delivered to a mailbox). procmail is commonly used as an LDA on Unix systems. Some IMAP servers (eg Courier and Cyrus) have their own custom LDAs to deliver mail into their storage systems.

An MTA may be configured to use different LDAs for different addresses. This is quite common.