I'm not a weather expert, but I stayed at a holiday inn express last night
I could be wrong about this, but here's what I think happens:
For snow to happen, small crystals of moisture grow around a particle of something like dust or smoke or pollution. As they circulate around in the atmosphere, the crystals pick up more moisture and grow, then get heavy enough to fall to the ground. The air is fairly dry but cold, so there isn't enough moisure to make big rain drops. The cold air can't hold that much moisture. They pick up their moisture simply by being cold and sucking the moisture out of the air, so they grow in nice neat, six sided patterns.
For hail, there is a lot of turbulent moisture and a wam layer. The moisture probably starts as some sort of snow, but it falls enough to get into warm air and melt, but there is enough of an up draft to keep pulling it back up so that it collects more moisture in the form of rain which as it goes up higher in the atmosphere it freezes. It works like a nasty freeze/thaw cycle This becomes a ball of ice that finally gets too heavy to circulate back up and falls to the ground like a rock. It takes some pretty violent weather to create this, which is why it usually oly happens in the summer during the nastiest t-storms and tornado spawning weather.
Sleet is nothing more than freezing rain. It's created by a temperature inversion in a fairly calm atmosphere, where the moisture falls as rain but freezes on its way down through the colder air.