There are many Japanese which mean 'but'. For example, けど、が、でも、しかし、ところが...　　 (cf. http://www.weblio.jp/parts-of-speech/%E6%8E%A5%E7%B6%9A%E8%A9%9E(%E9%80%86%E6%8E%A5)_1) About your question, ●「が」　means 'but', we use to connect two sentences. 明日は雨だが、ピクニックにいく。 （It will rain tomorrow, but we will go to a picnic） ●「しかし」　also means 'but', we use it the beginning of sentence. 明日は雨だ。しかし、ピクニックに行く。 （It will rain tomorrow. But we will go to a picnic） ●「けど」 is slang, the word comes from 「けれど」 and we can use 「けれど」 as the same meaning as が　and しかし 明日は雨だけれど、ピクニックに行く。 明日は雨だ。けれど、ピクニックに行く。 ●「でも」 means 'even if' as Mr.Eliot said. 明日は雨でも、ピクニックに行く。 (Even if it rains tomorrow, we will go to a picnic.)

けど is informal for が, and means the same thing. でも = but, but it carries the nuance of "even if". が is the correct word for transitioning clauses that have a mild "but" relationship. E.g: He likes cats,(but) she likes dogs.