What is Meditation?

There are 4 broad types of meditation

Relaxation
Concentration
Transformation
Expansion

Relaxation meditation is when you simply sit, and empty all your thoughts.
What you are trying to do here is to not think of anything, and allowing
the mind and body to relax... if thoughts go through your head, allow them
to pass by and merely witness them, but dont become disturbed.... let them
flow past you like a river, and observe them, slowly they will stop and you
will feel relaxed

Concentration meditation is when you are trying to build- as the name says-
concentration and focus. In relaxation, you were letting go of all
thoughts, here you are purposely trying to hold on to them, this is called
dhArana. The longer you are able to hold on to a thought, the more focusing
capacity you have, the more you are in control of your mind

Transformation is the third type, where you are trying to transform your
thinking from wrong to right, from good to bad. In this kind of meditation,
you first gain knowledge, and then you try to replace your old conradictory
thoughts with this newly gained knowledge, and bring about a transformation
in thoughts

The last is expansion meditation. Here I would like to tell you, almost
everywhere you read, the AtmA is described as a part or parcel of God. In
reality, everything is the AtmA alone, and there is only ONE AtmA, which is
you, the self. You are neither part nor product of God, all that there is,
is the self alone, one all pervading chetanA... consciousness.

When consciousness is expressed through the body, we call it a jeeva. When
consciousness is expressed through the entire universe as a whole, we call
it ishvara, but in reality it is consciousness alone, which is the AtmA...

So in expansion meditation, you sit, and imagine that you are first one
little point in the head... then you expand and imagine that you are
covering your whole body, then the whole room, then the entire floor, the
full building...

Then you imagine you, the AtmA, are covering the entire street, the city,
the state, the country, the continent, the earth, the sun, the solar
system, the galaxy...the universe

Imagine that everything that exists is you alone, because you are
existence... Space is you, time is you, matter is you, energy is you. There
is you alone, and this AtmA is expressed differently from different life
forms.

Source: http://www.facebook.com/vedant.study