A "latte" in Italian is just milk and so you need to say "cafe latte." A "latte macchiato" is steamed milk stained with a smaller shot of espresso.
"Espresso" is just a shot of coffee. "Espresso doppio" means a double shot of espresso, while "espresso macchiato" is espresso 'marked' with a dab of steamed milk. "Americano" is filter coffee.
"Cappuccino" is not so popular with Italians and not normally drunk other than in the mornings.
