I have some experience with all these processes. I have some materials engineering/metallurgy background.
Sintering: My experience is with powdered metals. I have made powdered metal parts. Sintering is a method for making objects from powder, by heating the material (below its melting point) until its particles adhere to each other. Sintering is traditionally used for manufacturing ceramic objects, and has also found uses in such fields as powder metallurgy.
Sintering Processes-Good Link:http://www.airproducts.com/Metals/Sintering.htm
Annealing: There are 3 stages in annealing-Annealing: In metallurgy and materials science, is a heat treatment. A material is altered, causing changes in its properties such as strength and hardness. The process produces conditions by heating and maintaining a suitable temperature, and then cooling. Annealing is used to induce softness, relieve internal stresses, refine the structure and improve cold working properties.
Annealing Explained: http://en.wikipedia.org/wiki/Annealing_%28metallurgy%29
Calcination: Is the process of subjecting absorptive mineral to prolonged heating at fairly high temperature, resulting in the removal of water, and an increase in the hardness, physical stability and absorbent properties of the material.
Calcination is also known as calcining. This is a thermal treatment process applied to ores and other solid materials in order to bring about a thermal decomposition, phase transition, or removal of a volatile fraction. The calcination process normally takes place at temperatures below the melting point of the product materials. Calcination is to be distinguished from roasting, in which more complex gas-solid reactions take place between the furnace atmosphere and the solids, however calcination takes place in the absence of air.
There is Industrial Calcination: The process of calcination derives its name from its most common application, the decomposition of calcium carbonate (limestone) to calcium oxide (lime). The product of calcination is usually referred to in general as "calcine," regardless of the actual minerals undergoing thermal treatment. Calcination is carried out in furnaces or reactors (sometimes referred to as kilns) of various designs including shaft furnaces, rotary kilns, multiple hearth furnaces, and fluidized bed reactors.
There are Calcination Reactions: Calcination reactions usually take place at or above the thermal decomposition temperature (for decomposition and volatilization reactions) or the transition temperature (for phase transitions). This temperature is usually defined as the temperature at which the standard Gibb's free energy of reaction for a particular calcination reaction is equal to zero.
This is usually accomplished using muuffle or refractory furnaces.