There are three types of Hajj: tamattu’, qiraan and ifraad.
Tamattu’ is when the pilgrim enters ihraam for ‘Umrah during the months of Hajj (which are Shawwaal, Dhu’l-Qa’dah and the first ten days of Dhu’l-Hijjah) and performs ‘Umrah and exits ihraam, then he enters ihraam again for Hajj from Makkah or its environs on the day of al-Tarwiyah (the eighth day of Dhu’l-Hijjah) in the same year as his ‘Umrah.
Qiraan is when the pilgrim enters ihraam for ‘Umrah and Hajj together, and does not exit ihraam until the day of Sacrifice, or he enters ihraam for ‘Umrah then includes Hajj with it before he starts his tawaaf.
Ifraad is when the pilgrim enters ihraam for Hajj from the meeqaat or from Makkah if he resides there or in a place that is closer than the meeqaat, and remains in ihraam until the Day of Sacrifice if he has a hadiy with him. If he does not have a hadiy with him, it is prescribed for him to cancel his Hajj and make it ‘Umrah, so he should perform tawaaf and saa’i, then cut his hair and exit ihraam, as the Prophet (peace and blessings of Allaah be upon him) told those who entered ihraam for Hajj but did not have a hadiy with them to do. This applies to the pilgrim doing qiraan, if he does not have a hadiy with him; it is prescribed for him to cancel his qiraan and make it ‘Umrah, for the reason mentioned.
The best kind of Hajj is tamattu’ for the one who has not brought a hadiy with him, because the Prophet (peace and blessings of Allaah be upon him) told his companions to do that and insisted that they should do that.