After giving a brief introduction and presenting a complete classification of gravitational waves (GWs) according to their frequencies, we review and summarize the detection methods, the sensitivities, and the sources. We notice that real-time detections are possible above 300 pHz. Below 300 pHz, the detections are possible on GW imprints or indirectly. We are on the verge of detection. The progress in this field will be promising and thriving. We will see improvement of a few orders to several orders of magnitude in the GW detection sensitivities over all frequency bands in the next hundred years.