An incident is a single distinct event - one occurrence of something that can happen more than once. It is often unpleasant and/or unexpected.
Issue has lots of meanings. Given the other words you're asking about, the meanings you might be thinking of are (1) a problem, something that needs to be discussed/fixed; or (2) a topic of interest.
The first meaning that springs to mind for affair is the extra-marital kind, but it can also mean a social event (of the dress-up kind), or a plain old (read: not sex related) scandal.
(I've linked each word to the definition with the most examples of usage that I could find.)
After that incident with the neighbor's dog,
he avoided chihuahuas like the plague.
vs.
After that affair with the neighbor's dog, he
avoided chihuahuas like the plague.
The incident probably took less time than the affair - for the former, I'd imagine the dog scared the man, while the latter might have involved an actual bite and subsequent lawyers and suits and animosity.
After that issue with the neighbor's dog, he
avoided chihuahuas like the plague.
Here the implication is that there was a problem which had (or should have had) a solution. I'd imagine the dog peed somewhere inappropriate, or something similar.
While I like @Jigar Joshi's answer, I'll provide some American Connotation, if I can. (Caveat, not a professional culturist)
Shop
I would say that a shop is somewhere you go to have a service preformed, or only provides a single or narrowly focused good. Usually contains a workshop of some kind where the goods are made on-site for the customer.
Body Shop refers to an auto repair facility (autobody shop)Wood Shop refers to a place where you can go to get custom woodworking doneCoffee Shop a place you can go to get hand-made drinksButcher's Shop a place to get custom cuts of meat
Store
I would say that a store is the more common American term for a place you go to buy something. They usually have many different sections and offer a wider variety of goods than a shop. The goods you purchase are usually made off-site and only stored on location.
Department Store buy furnishings and clothes for each room of the houseGrocery Store buy food and many other consumablesOnline Store buy anything! :D
Shoppe
Generally a fancier term, as @Jigar Joshi mentioned, to give an air of authenticity and aristocracy.
Coffee Shoppe here you can buy even more expensive fancy coffee.
But where ever you go, you'll end up shopping regardless of the store.
Best Answer
Précis
Server
Hardware
A server is a computer that is used to provide shared services to many people. In a business context, the server is usually kept in a room dedicated to this purpose (the server room). Servers are often dedicated to one purpose: a file-server provides shared file-storage services to a group of people. An email server provides email collection, transmission and storage services to a group of people. This does not mean that the information is shared (though it can be) but that the computer and the services it provides are concurrently used by tens, hundreds or thousands of people. Servers are typically housed in tower or rack-mount cases. Servers do not typically have a dedicated screen, keyboard or mouse attached - they are managed by other means or by using a KVM-switch to share one keyboard etc between large numbers of servers.
Apart from the above, computer hardware designed for server use in an enterprise is often distinguishable from desktop computers (including workstations) in some or all of the following ways:
There are home and SME "server" hardware devices which follow an almost opposite trend. They are designed to be very small quiet and unobtrusive and to sit on a desk or shelf. An example is the Excito Bubba, the size of a paperback book, sold without keyboard or mouse (it doesn't need one). These are also hardware designed specifically for a "server" rôle. There can be some overlap in form-factor with the "net-top" category of personal desktop computers.
Other usage
Obviously, in general this term means "one who serves" and can be applied to waiters in restaurants for example. This term is also used for software, for example the Apache project's HTTPD software is invariably described as web-server software. Some people associate the term most strongly with software.
Dictionary
Oxford says "a computer or computer program which manages access to a centralized resource or service in a network."
Desktop
Hardware
A desktop computer sits on the desk of one person and is primarily dedicated to the use of a single person. Whilst it might be shared consecutively (e.g. in "hot desking"), usually only one person is using it at any given time. It doesn't matter if the main part of the computer is placed under the desk. Desktops are often in tower cases (sometimes horizontally under a monitor) or all-in-one cases combined with the display. A desktop computer usually has a dedicated display, keyboard, mouse and other peripherals directly attached to it.
Other usage
Other usage isn't especially relevant but the term can obviously mean the upper surface of a desk. It can therefore be applied as an adjective for objects designed to be placed on that surface.
Dictionary
Oxford says "the working surface of a desk. (also desktop computer)a computer suitable for use at an ordinary desk. the working area of a computer screen regarded as a representation of a notional desktop and containing icons representing items such as files."
Workstation
Hardware
A workstation is a name usually reserved for a very high-performance desktop computer of the sort that might be used by scientists, engineers or on the trading floors of banks.
Other usage
The word "workstation" has a more general use. In some cases it means a position equipped for a worker. Sometimes furniture makers describe use this word in the description of their products. Some people use the term workstation to mean any personal computer. Sometimes the word is used to define a computer used, by one person at a time, for a specialised task.
Dictionary
Oxford says "a desktop computer terminal, typically networked and more powerful than a personal computer."
images linked from hp.com and are probably (c)HP
Related Terms
All-in-One
Here are some examples of current all-in-one desktop PCs: