A programmer targets a silicon family; a test socket targets a chip package. Knowing which constraint applies — toolchain compatibility or physical footprint — saves an order.
ST-LINK/V2 and STLINK-V3MINIE for STM32, Atmel-ICE for AVR/SAM, MPLAB PICkit 4 for PIC, USBtinyISP for Arduino bootloaders. FPGA download cables and a large assortment of Waveshare-supplied Plastronics burn-in sockets for bare QFN and MLF chips fill the rest of the group.