1. A euphemism is a metaphorical or metonymic use of an expression in place of another expression that is disagreeable or offensive.Example (English) 
In Acts 2:39 and Ephesians 2:13, 17 of the Bible, the expression those that are afar off is used in place of a term of direct reference to the Gentiles.
Litotes is the use of a negated antonym to make an understatement or to emphatically affirm the positive.Examples (English) 
In John 6:37 in the Bible, the clause I will in no wise cast out means "I will certainly receive."
An expression of the form not unX, as in the following:Moreover, the attempt is not unsuccessful. (Eduard Schevardnadze)
Meiosis is the minimization of the importance of a referent by the use of an expression that is disproportionate to it.Example (English) 
Referring to a generous gift as a small token of esteem

2. Definition Irony is a trope in which an expression is used in such a fashion as to convey the opposite meaning of what is expressed.Example (English) 
Saying you’re a pretty sight to a mud-splattered child is an illustration of irony.
Paralipsis is a kind of irony in which the speaker proposes not to speak of a matter, but still somehow reveals it.Example (English) 
I know who did it, but I won’t mention Bill’s name.
Hyperbole is deliberate exaggeration for emotional effect. The addressee is not expected to have a literal understanding of the expression.Example (English) 
In the Bible, the following expression from Matthew 23:24 contains examples of hyperbole:
Ye blind guides, which strain at a gnat, and swallow a camel.
The words gnat and camel are hyperbolic expressions of smallness and largeness.
Auxesis is an exaggeration of the importance of a referent by the use of a referring expression that is disproportionate to it.Example (English) 
Referring to a scratch as a wound.
Anthimeria is the use of a member of one word class as if it were a member of another, thus altering its meaning.Example (English) 
In the following example, unhair is an example of anthimeria. Although hair is normally used as a noun, in this instance it takes an -un prefix and is used as a verb:
“I’ll unhair thy head.”

3. Here are two senses for metonymy: 
Metonymy is, broadly defined, a trope in which one entity is used to stand for another associated entity.
Metonymy is, more specifically, a replacive relationship that is the basis for a number of conventional metonymic expressions occurring in ordinary language.
Examples (English) 
The pen is mightier than the sword.Pen and sword represent publishing and military force, respectively.
The following examples illustrate the controller-for-controlled metonymy:
Nixon bombed Hanoi.Nixon stands for the armed forces that Nixon controlled.
A Mercedes rear-ended me.The word me stands for the car that the speaker was driving.
 A paradox is a proposition that is or appears to be contradictory but expresses some measure of truth.Example (English) 
Portnoy’s complaint ... is too funny not to be taken seriously.
A pun is a variety of a usually humorous play on words involving 
the multiple meanings of an expression, or
two expressions that sound similar.

4. Puns
An antanaclasis is a pun in which a word is repeated with a different meaning each time.Example (English) 
Your argument is sound, nothing but sound.
Paronomasia is the use of words that sound similar to other words, but have different meanings.Examples (English) 
Casting my perils before swains
The end of the plain plane, explained
A syllepsis is the use of a single word in such a way that it is syntactically related to two or more words elsewhere in the sentence, but has a different meaning in relation to each of the other words.Example (English) 
There is a certain type of woman who’d rather press grapes than clothes.