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SAIYA-JIN
In the very early stage of a pure-blooded Saiya-Jin, they all have black hair and they look just like ordinary people, except they have a tail at their rear end (like a money). They gain their power level by training, fighting and improving. The maximum power level can be gained by an exceptionly powerful Saiya-Jin is around 20,000 or 30,000. However, another way is to gain power by looking at a full moon (Ozuro Mode). By looking at a full moon will transform them into a giant monsterous ape, which their power level is increased 10 times.
Advantage:
When a Sayian-Jin is turned into an ape (Ozuro Mode), they gain great stength.

Disadvantage:
If the moon is suddenly covered up by dark cloud or obstructed by a certain object, the Saiya-Jin ape is instantly instantly transformed back to a normal Saiya-Jin.

Interesting Fact:

Trunks/Future Trunks and Ancient Saiyan Brolly are the only Saiyans don't have black hair. Trunks hasn't got black hair because he is mixed (son of Bulma and Vegeta).

In the very first battle between Gokou and Prince Vegeta, Gokou got his ass kicked by Vegeta when Vegeta is turned into an ape.

Gokou's tail was removed when he was with Bulma and Yamcha, Yamcha had to cut it off since Gokou was transformed into a giant ape.

Gokou was born to be a much inferior Saiya-Jin, with a power level of only 2.

A Saiya-Jin cannot turn into an ape if he/she hasn't got a tail. The tail is where the energy is collected to transform into a huge ape.
SUPER SAIYA-JIN STAGE 1
The first Super Saiya-Jin appeared in the DragonBall serie, there Gokou was fighting against Freeza. To transform into a Super Saiya-Jin, the Saiyan must be able to build up the anger inside. Let the anger to increase the desire of revenge therefore pushing the Saiya-Jin's power level suprassing the maximum limit. If the process is successful, the Saiya-Jin should have gold hair which sticks up and eyes turning green. They also have this glow of golden light wraps around the Saiya-Jin. As a Super Saiya-Jin, it increases the power, speed and agility. This was how Gokou killed Freeza in the DragonBall series.
Advantage:
It increase the overall power.

Interesting Facts:
Goten is the first ever Saiya-Jin who has the natural ability to turn into a Super Saiya-Jin, without pushing himself to the limit. Gohan found out this ability while he was training with Goten, while Gohan was explaining to Goten that Goten
couldn't possible become a SSJ without pushing himself, then all of a sudden Goten just turned into a SSJ too. Gohan was very suprised.

Believe it or not, Pan (Gohan and Videl's daughter) and Bra (Vegeta and Bulma's daughter) also have a good chance of becoming a Super Saiya-Jin. However, one disadvantage they are females, therefore it makes them harder to reach to the level like Gokou, Gohan, Goten and the rest of the male Saiya-Jins. You never know, maybe one day, one of them might become the first even female SSJ...

SUPER SAIYA-JIN STAGE 2 Again, to get to this stage, a Super Saiya-Jin must be able to push past his/her own maximum limit. To get to this process is much easier than transformation from Saiya-Jin to Super Saiya-Jin. Just by working extra hard, any Super Saiya-Jin can get to this level. A successful transformation will result in gold solidified hair which is split into pieces of triangular strips. The hair still sticks up and the glow of golden light is still around the Saiya-Jin.
Advantage:
As a SSJ 2, they have the abilty to adjust their strength/speed/agility. More experienced fighters such as Vegeta and Gokou, they know how to balance up to make them well adjusted. If successful, it can also result in increasing more strength/speed/agility. However, the gain isn't as much as from Saiya-Jin to Super Saiya-Jin.

Disadvantage:
If one part of the power goes up the other two have to go down. For example, if a Saiya-Jin chooses to have more strength, he/she has to sacrifice speed and agailty. Simple as that.

Interesting Facts:
Vegeta was the first to be successful in adjusting his strength/speed/agility. He firstly transformed himself into SSJ 2 form, and adjusted his strength/speed/agility while he underwent martial art training. This sort of training had given Vegeta an extra boost in every part of his battle. The results was clear, he had no trouble beating up Cell and got him packing to get more training. This transformation by Vegeta was well superior, and by honoring his own success, he named this transformation as Super Vegeta.
SUPER SAIYA-JIN STAGE 3
This is once again, the next stage from a SSJ 2, or possibly the final transformation. By expanding the power (similar to the transformation from Saiya-Jin to Super Saiya-Jin) to get to this stage. However, getting into stage isn't easy, it requires MUCH MORE strength to transform from SSJ2 to SSJ 3. The only difference between a SSJ 2 and SSJ 3 is that SSJ 3 has much longer hair and a much more vicious look. The eyebrows are gone and overall they look very cool. They don't look very muscular, a pretty much the same as SSJ 2, but the hidden power is something that cannot be compared.
Advantage:
As a SSJ 3, all areas including speed, strength and agility are increasd proportionally. Which makes SSJ 3 the most complete transformation available for Saiya-Jins.


Disadvantage:
Since a SSJ 3 is much more powerful transformation, therefore it uses up more energy too. A SSJ 3 fighter can fight for a while, but he/she gets tired very quickly too. From Gokou's final battle against Majin Buu, we learn that resting will not build up or regain energy, instead it loses energy.

Interesting Facts:
Gokou is the only Saiya-Jin to get to this stage, apart from Brolly (I guess Brolly has the ability too).

SUPER SAIYA-JIN STAGE 4
SSJ 4 is the last and final stage of a Super Saiya-Jin. I am still a little confused about this final stage, but I hope to provide the most accurate information as possible. This stage is called "Beyond Super Saiya-Jin". To become a SSJ 4, the Saiya-Jin must have a tail and plenty of strength (so the Saiya-Jin can expand it's current strength and power to get to SSJ 4). Like the very beginning, when the Saiya-Jin looks at a full moon, he/she is instantly turned into a Gold Oozaru, or a big monkey. While the Saiya-Jin is in Oozaru mode, he/she goes berserk to expand it's anger and strength, hence becoming SSJ 4.
SSJ 4 is not a big monkey, SSJ 4 is actually transformed back to a human like Saiya-Jin. With long black hair, yellish-green eyes, red fur covering most part of the body except for the chest, and a long red tail. They still have that yellow glow around the Saiya-Jin representing the Saiya-Jin is now in SSJ mode, however, it is not a very distinct feature like SSJ, SSJ 2 or SSJ 3 since the glow is very weak.

Personally, I do not believe this stage is the most complete. It might gain the most strength/speed/agility, but the transformation is far too awkward. First the Saiya-Jin needs a tail and a full moon to get to Gold Oozaru mode. Then after that the huge monkey needs to expand his/her own power to get to SSJ 4. I don't know if I am correct or not, but this process is too slow.
Advantage:
It increases the overall strength/speed/agility. Which ultimately makes SSJ 4 greater than SSJ 3.
The strength, speed and agility are well balanced out, no need to read adjust them to suit the Saiya-Jin like SSJ 2.

Disadvantage:
It uses up too much power, just like SSJ 3. This transformation does not last long. After 10 minutes or so, the Saiya-Jin transforms back to a normal Saiya-Jin (Not even to a SSJ, but back to an ordinary Saiya-Jin)
I guess the transformation takes too long, unlike the tranformation from a Saiya-Jin to any of the other Super Saiyan Stages (1, 2 or 3).

Interesting Facts:

When Bird Studio started writing the plot for DragonBall GT, they weren't going to let Vegeta to become a SSJ 4. However, at the end they did because they realised that just Gokou by himself isn't enough to defeat all the bad guys, and he needs his good buddy Vegeta to help him out. At the end, Vegeta is also given this final unique transformation, but it was also to make Vegeta look good fighting along side Gokou.

Once again, Gokou has proven himself to be the greatest Saiya-Jin, by achieving to this level without any artificial help. Gokou reached this level purely based on his own determination and his hard work.

Vegeta cheated to reach level by a Brute Ray created by Bulma, which enables him to grow his tail back so he could go on rampage as a Gold Oozaru and become a SSJ 4.

When the design for SSJ 4 is completed at the Bird Studio, they weren't going to call it SSJ 4 in the beginning because they also realised that SSJ 4 looks nothing like a Super Saiya-Jin but more like a monkey man instead. However, at the end, they still chose to name it SSJ 4 to save the trouble of giving it a brand new transformation name.

Since the GT series weren't created by Akira Toriyama, it was created by his crew at the Bird Studio instead, therefore the transformation to SSJ 4 looks like nothing compared to the previous transformations (don't we just love the gold hair?). I still regard SSJ 4 as the final transformation of a Saiya-Jin, however, not a true, complete transformation.