Columns First Methods

Columns first is a group of methods for the 3x3x3 cube that in some way build four columns of three pieces each, two adjacent corners and the and the edge between them, as the first steps. Columns are most often aligned top to bottom but two more directions are possible. These methods can be relatively fast, effective and easy but there are few cubers who use columns as their main method.
Contents
Columns for total noobs
 Solve 4 first layer corners.
 Solve 4 middle layer edges using the LBL alg and its mirror.
 Use Sune and Antisune to orient the last layer corners.
 Use APLL to permute the corners.
 Solve centres using M and S.
 Use M' U M and M' U2 M to solve the first layer edges.
 Use M' U M U2 M' U M to orient the last layer edges.
 Use UPLL to permute the LL edges.
This will solve the cube but in at least 100 turns on average, probably more, there are more effective ways and using this will only complicate things, you are better of with a pure Corners First method. The whole idea is to benefit from solving the middle layer while solving the first layer corners, that's how columns differs from CF. Take a look at this intermediate method instead:
Intermediate columns
 Solve 4 F2L pairs.
 corners (COLL, 42 algs)
 Solve centres together with 23 first layer edges.
 Orient the remaining edges (EO, 5 or 9 cases depending on method)
 Permute last edges, one way is to solve the last one(s) to FL and use EPLL, another is to use Roux style and put RULU and then permute the Mslice.
Much better, it will solve in less than 60 STM, look ahead is fairly easy, and there are not more than around 20 algorithms, a method well suited for speedsolving.
Not really columns
One way to improve the intermediate method is to skip the CP step, always solve the last FL edge(s) after EO and end the solve using PLL. That will average around 55 STM but you will need nearly twice as many algs then.
Advanced
See PCMS for an example.
Columns for big cubes
Main article: Akimoto Method
Masayuki Akimoto invented a columns first method for 4x4x4 and larger cubes some years ago that once was published at his site (that is down nowdays).
See this thread [1] at Speedsolving.com for more information on that.