Kevin,
MIM is short for "Metal Injection Molding" It is similar to a cast part, except that a cast part is simply poured into a mold like a lead bullet, where a MIM part is actually injected, providing more pressure and higher density. (At least this is what I've heard) MIM and Casting are both inferior to Forging as far as density and strength go.
EDM??? I don't know that one.
CNC means I think "Computer Numeric Control" and is a type of machining whereby detailed machining can be performed using a computer to control the cutting. It makes for much tighter tolerances without hand fitting. (Most would agree, however, that hand fitting is still better.)
Well, that's what I know, and I am not a metal or machining expert, so feel free to correct me if I'm wrong.