I think they mean basically the same thing, the difference is merely stylistic. "You're welcome" and "My pleasure" are more suitable in a formal setting, while "Sure" and "No problem" are more informal. For example, - Thank you for helping me with this task, Mr. Johnson! - You're welcome. or, - Thank you for helping me with these bags, Mr. Black! - My pleasure, Ms. Smith. and, - Thanks for driving me home, dude. - Sure. or, - Thanks for your help, Jack. - No problem. When in doubt use "You're welcome". It's universal.

It's "you're welcome" not "your welcome." It;s perfectly alright to use any of them for almost in any situation in which an person thanks you. It my opinion and experience, it is safer to use "Thank you" with people who may not very well versed in English. The other ones may confuse peole from non-English speaking countries.

You can use all of them pretty much the same way. Their meanings are just what they say. "Sure" is not so obvious. The meaning comes from your tone, so use a friendly tone. You're welcome No problem Pleasure It's a pleasure It was a pleasure My pleasure It was not trouble Any time .

Thank you very much the useful answers :)

and before you say thank you, let me say, you are most welcome, it is truly my pleasure.