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Fusion

SAIYA-JIN
In the very early stage of a pure-blooded Saiya-Jin, they all have black hair and they look just like ordinary people, except they have a tail at their rear end (like a monkey). They gain their power level by training, fighting and improving. The maximum power level can be gained by an exceptionly powerful Saiya-Jin is around 20,000 or 30,000. However, another way is to gain power by looking at a full moon (Ozuro Mode). By looking at a full moon will transform them into a giant monsterous ape, which the power level is increased 10 times.

Advantage:
When a Sayian-Jin is turned into an ape (Ozuro Mode), they gain great stength.
Disadvantage:
If the moon is suddenly covered up by dark cloud or obstructed by a certain object, the Saiya-Jin ape is instantly instantly transformed back to a normal Saiya-Jin.
Interesting Fact:
Trunks/Future Trunks and Ancient Saiyan Brolly are the only Saiyans don't have black hair. Trunks hasn't got black hair because he is mixed (son of Bulma and Vegeta).
In the very first battle between Gokou and Prince Vegeta, Gokou got his ass kicked by Vegeta when Vegeta is turned into an ape.
Gokou's tail was removed when he was with Bulma and Yamcha, Yamcha had to cut it off since Gokou transformed into a giant ape.
Gokou was born to be a much inferior Saiya-Jin, with a power level of only 2.
A Saiya-Jin cannot turn into an ape if he/she hasn't got a tail. The tail is where the energy is collected to transform into a huge ape.
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SUPER SAIYA-JIN STAGE 1
To transform into a Super Saiya-Jin, the Saiyan must be able to build up the anger inside. Let the anger to increase the desire of revenge therefore pushing the Saiya-Jin's power level suprassing the maximum limit. If the process is successful, the Saiya-Jin should have gold hair which sticks up and eyes turning green. They also have this glow of golden light wraps around the Saiya-Jin. As a Super Saiya-Jin, it increases the power, speed and agility. This was how Gokou killed Freeza in the DragonBall Z series (Freeza Saga).
Advantage:

It increase the overall power.
Disadantage:
None
Interesting Facts:
Gokou was the first Earth-raised Saiya-Jin to become a Super Saiya-Jin, and maybe the first Saiya-Jin other than Brolly (The ancient legenday Saiya-Jin). Vegeta got jealous seeing Gokou as a Super Saiya-Jin, therefore he quickly went back to training which made him the second Saiya-Jin to turn into a Super Saiya-Jin.
Goten is the first ever Saiya-Jin who has the natural ability to turn into a Super Saiya-Jin, without pushing himself to the limit. Gohan found out this ability while he was training with Goten, while Gohan was explaining to Goten that Goten couldn't possible become a SSJ without pushing himself, then all of a sudden Goten just turned into a SSJ too. Gohan was very suprised.
Gohan turned into a Super Saiyan by training with his father Gokou preparing the for the Cell Game during the Cell Saga.
Gohan's by Androides 18 and 16 triggered young Trunks' anger and the desire for revenge, hence transformed Trunks into Super Saiyan.
Believe it or not, Pan (Gohan and Videl's daughter) and Bra (Vegeta and Bulma's daughter) also have a good chance of becoming a Super Saiya-Jin. However, one disadvantage is that they are females, therefore it makes them harder to reach to the level like Gokou, Gohan, Goten and the rest of the male Saiya-Jins. I guess we never know, maybe one day, one of them might become the first even female SSJ...
A theory that, the transformation from a Saiya-Jin to a Super Saiya-Jin, their power level is increased by a factor of 50.
Interesting thing is that, SSJ is also known to have 3 different levels of its own. SSJ level 1, SSJ level 2 and SSJ level 3. SSJ level one is the most complete SSJ transformation, SSJ level 2 is increased speed and strength, and SSJ level 3 is increased strength, but decreased speed.
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SUPER SAIYA-JIN STAGE 2
Again, to get to this stage, a Super Saiya-Jin must be able to push past his/her own maximum limit. To get to this process is much easier than transformation from Saiya-Jin to Super Saiya-Jin. Just by working extra hard, any Super Saiya-Jin can get to this level. A successful transformation will result in gold solidified hair which is split into pieces of triangular strips. The hair still sticks up and the glow of golden light is still around the Saiya-Jin.
Advantage:

As a SSJ 2, they have the abilty to adjust their strength/speed/agility. More experienced fighters such as Vegeta and Gokou, they know how to balance up to make them well adjusted. If successful, it can also result in increasing more strength/speed/agility. However, the gain isn't as much as from Saiya-Jin to Super Saiya-Jin.
Disadvantage:
If one part of the power goes up the other two have to go down. For example, if a Saiya-Jin chooses to have more strength, he/she has to sacrifice speed and agailty. Simple as that.
Interesting Facts:
Since Gokou was the first to transform into SSJ 3, he realised that the power gain from SSJ to SSJ 2 isn't really signicant. Instead, he just skips the transformation to SSJ 2, he goes straight from SSJ to SSJ 3.
Believe it or not, Gohan was the first Saiyan to reach to SSJ 2. He reached to this level during the battle against Cell. Before Cell was in his final transformation, Gohan went berserk when Cell crushed Android 16's head, and turned himself into SSJ 2
Vegeta was the first successfully adjusted his strength/speed/agility. He firstly worked his way to become a SSJ 2, then realising the ability of adjusting his strength/speed/agility, he trained and experimented with his body and worked out most optimal strength/speed/agility for himself, and a huge boost in each of the three catagories. The results was clear, he had no trouble beating up Cell and sent him packing home to get more training. This transformation by Vegeta, by honoring his own success, he named this transformation as "Super Vegeta".
Future Trunks was also quite successful in building up his strength/speed/agility. However, he concentrated too much on his power and left out the importance of speed and agility. While fighting cell, he wanted to show off his training success and increased his power by factors. True, his power was immensely great, even so great that it even surpassed Cell, but he didn't realise his speed and agility was letting him down. Cell didn't even bother fighting with Trunks and told him that his transformation of increasing strength but decreases speed was wrong.
Gokou hardly transformed himself into SSJ 2. He only transformed himself as SSJ 2 once when he battled Majin Vegeta during the Majin Saga. He also transformed into SSJ 2 once in DragonBall GT series.
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SUPER SAIYA-JIN STAGE 3
This is once again, the next stage from a SSJ 2, or possibly the final transformation. By expanding the power (similar to the transformation from Saiya-Jin to Super Saiya-Jin) to get to this stage. However, getting into stage isn't easy, it requires MUCH MORE strength to transform from SSJ 2 to SSJ 3. The only difference between a SSJ 2 and SSJ 3 is that SSJ 3 has much longer hair and a much more vicious look. The eyebrows are gone and overall they look very cool. They don't look as muscular, pretty much the same as SSJ 2, but the hidden power is something that cannot be compared.
Advantage:

As a SSJ 3, all areas including speed, strength and agility are increasd proportionally. Which makes SSJ 3 the most complete transformation available for all Saiya-Jins.
Disadvantage:
Since a SSJ 3 is a much more powerful transformation, therefore it uses up more energy too. A SSJ 3 fighter can fight for a while, but he/she gets tired very quickly too. From Gokou's final battle against Majin Buu, we learn that resting will not build up or regain energy, instead it loses energy. So really there is a time limit as a SSJ 3, hence the fighter must act fast before he/she changes back to a normal Saiya-Jin.
Interesting Facts:
Gokou is the only Saiya-Jin to get to this stage. Probably Brolly as well, but too bad he died too early.
Gotenks is the first fused Saiya-Jin to get to this stage.
Gokou asked Vegeta to replace him while fighting Majin Buu so Gokou could gain some power back, however, Gokou was wrong. Vegeta was obviously much inferior than Majin Buu and Vegeta was beaten badly. Gokou left Vegeta half but Gokou still couldn't get his power back, but he lost all of the power instead and transformed back to an ordinary Saiya-Jin.
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SUPER SAIYA-JIN STAGE 4
SSJ 4 is the last and final stage of a Super Saiya-Jin. I am still a little confused about this final stage, but I hope to provide the most accurate information as possible. This stage is called "Beyond Super Saiya-Jin". To become a SSJ 4, the Saiya-Jin must have a tail and plenty of strength (so the Saiya-Jin can expand it's current strength via Ozuro Mode to get to SSJ 4). Like the very beginning, when the Saiya-Jin looks at a full moon, he/she is instantly turned into a Gold Oozaru, or a big monkey. While the Saiya-Jin is in Oozaru mode, he/she goes berserk to expand it's anger and strength. Once the Saiya-Jin is able to control his/her anger, they become SSJ 4.
SSJ 4 is not a big monkey, SSJ 4 is actually transformed back to a human like Saiya-Jin. With long black hair, yellish-green eyes, red fur covering most part of the body except for the chest, and a long red tail. They still have that yellow glow around the Saiya-Jin representing the Saiya-Jin is now in SSJ mode, however, it is not a very distinct feature like SSJ, SSJ 2 or SSJ 3 since the glow is very weak.


Advantage:

It increases the overall strength/speed/agility. Which ultimately makes SSJ 4 greater than SSJ 3.
The strength, speed and agility are well balanced out, no need to readjust them like SSJ 2.
Strength can be multiplied. For example. Gokou is allowed to fire a Kamehameha ten times are powerful than his most powerful Kamehameha in SSJ 3 form.
Disadvantage:
The only weakness when in SSJ 4 form is that, when the Saiya-Jin's power weakens, they change back to a normal Saiya-Jin straight away.
Interesting Facts:
When Bird Studio started writing the plot for DragonBall GT, they weren't going to let Vegeta to become a SSJ 4. However, at the end they did because they realised that just Gokou by himself isn't enough to defeat all the bad guys, and he needs his good buddy Vegeta to help him out. At the end, Vegeta is also given this final unique transformation, but it was also to make Vegeta look good fighting along side Gokou.
Once again, Gokou has proven himself to be the greatest Saiya-Jin, by achieving to this level without any artificial help. Gokou reached this level purely based on his own determination and his hard work.
Vegeta cheated to reach level by a Brute Ray created by Bulma, which enables him to grow his tail back so he could go on rampage as a Gold Oozaru and become a SSJ 4.
From the above two points, we can see that Gokou was the first to achieve this transformation, Vegeta second.
Gogeta is the first combined Saiya-Jin to become a SSJ 4.
When the design for SSJ 4 is completed at the Bird Studio, they weren't going to call it SSJ 4 in the beginning because they also realised that SSJ 4 looks nothing like a Super Saiya-Jin but more like a monkey man instead. However, at the end, they still chose to name it SSJ 4 to save the trouble of giving it a brand new transformation name.
Gokou and Vegeta also fused in SSJ 4, forming SSJ 4 Gogeta. This transformation is proven to be 4 times as powerful than an individual SSJ 4.
Remember in early DragonBall Z, Freeza says that a Super Saiya-Jin only appears every 1,000 years. Also that it is only possible if the Saiya-Jin has extreme anger and a controlled mind. There is a theory that SSJ 4 is in fact the 'real' Super Saiya-Jin. A true Saiya-Jin has a tail, and when Gokou and Vegeta transformed into a Super Saiya-Jin, they didn't have a tail, hence their Super Saiya-Jin appearance have changed due to that (result in gold, spiky hair). In SSJ 4, Gokou and Vegeta transforms with their tails, hence making them closest to being a pure Saiya-Jin transformation.

Below are some charts to show who got where on the SSJ scale.

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Below are some pics of the SSJ levels.

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SJ Trunks.

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SSJ Goku.

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SSJ2 Gohan

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Super Vagita

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SSJ3 Goku

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SSJ4 Goku