In the USA, I never use the word "telegraph pole". I would use "telephone pole" to talk about the wooden poles that carry phone lines; I would usually also use it for a pole that carries any other kind of wire, but if I wanted to specify that it was carrying electricity, I could say "utility pole". For the large metal structures that carry large amounts of electricity for long distances (not between houses), I would say "power pylon" or "transmission tower". I've never heard "pylon" used the way Naomi describes it; I would call that thing a "traffic cone" or a "road cone".

In Canada, the word "pylon" is often used to describe a fluorescent orange, plastic safely cone that is temporarily placed on the road to indicate a whole or crack or a construction hazard. They are also used to indicate slippery or wet floors inside buildings. The terms "telephone pole" and "utility pole" are used interchangeably in Canada to describe the wooden supports for overhead wires.

NZ English - Pylons carry high voltage lines, as Phil said. Telephone poles carry phone lines. The other two are not used here. You seem to have missed 'power pole', which carries domestic power lines.

British English: Pylon: the very large metal structures that support the cables the distribute electricity from power stations. Telegraph pole: a wooden pole that supports telephone wires. Telephone pole: as teletgraph pole, but in my experience it's used a lot less frequently. Utility pole: I don't think I've ever heard this used. There are poles that support the lower voltage electricity supply to houses and they are usually called electricity poles.