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I know that romaji is the conversion from those to the roman alphabet, but
what are the differences or characteristics between katakana, kanji, and
hiragana?

Are they used on a different context? Is one of them more formal than the
others? Do they have something in common?
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kanji katakana hiragana
What are the differences/characteristics between katakana, kanji and hiragana?
I think the [Wikipedia article on the Japanese writing
system](http://en.wikipedia.org/wiki/Japanese_writing_system) explains it
pretty well, but to summarize:

  * Hiragana and katakana (collectively referred to as kana) are syllabic writing, that is, each character represents a syllable such as "ta" or "o". They're purely phonetic so they don't have direct connotations as kanji do, and both have the same set of syllables. In modern writing: 
    * Hiragana is generally used for Japanese words when they're not written in kanji, and for all the grammatical "glue" such as conjugations and particles.
    * Katakana is usually used for loanwords and onomatopoeia. There's no strict rule though, so you will see katakana used for other purposes as well, such as emphasis.
  * Kanji is ideographic writing, that is, each character represents a concept or an idea. For example, 水 means "water" while 朝 means "morning". Each character also has one or more readings, and the correct one depends on which word the kanji is part of. Many kanji (such as my two examples) can also act as stand-alone words.
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_Katakana_ and _hiragana_ are both forms of _kana_. They are a phonetic
syllabary for Japanese, as in each kana character represents a phoneme. No,
one is not more formal than the other. The main differences are that hiragana
is used for phonetically spelling out Japanese words, and katakana is for
foreign words. Katakana character strokes tend to be more straight while
hiragana is more curvilinear.

_Kanji_ is not a phonetic syllabary. Instead it is a set of characters that
represent whole words. They are mostly borrowed from Chinese _hanzi_.
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Kanji is literally "Chinese character". They are ideograph; each letter
represents a meaning. A select number of characters were used to represent the
syllables in Japanese (known as gojūon). They evolved into what is known today
as hiragana and katakana (both of them we group as kana).

  * Hiragana: forms the basis of Japanese grammar particles, which may include prepositions and conjunctions, etc. Words of local origin are usually written in hiragana.
  * Katakana: Is used mainly for non-Han (Chinese) loanwords, like words introduced from English, Dutch, German, Korean, etc. Also sometimes used to denote emphasis. Is also used for showing the reading of kanji, esp. for proper nouns (like to denote how your kanji name is pronounced).
  * Kanji: is mostly used for words of Han origin, these make up most of the Japanese lexicon. May also be used for [ateji](http://en.wikipedia.org/wiki/Ateji): representation of words using ideographs.

The qualities make Japanese writing system somewhat unique from many other
languages.

If used outside of the above context, hiragana usually has a softer nuance
than katakana, so sometimes parents name their daughters using only hiragana.
Using katakana for something usually written in kanji/hiragana may give it
some impact. Road gangsters like to use kanji with violent meanings to replace
kana of similar sound. For example, the word よろしく ( _yoroshiku_ ) is often
found in graffitis as 四露死苦 (ideographs for four, mist, death, and suffering.
Note that four has a meaning of death in east Asian superstition)
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