There are multiple ways one could get a site up onto the internet. Shared hosting is the most common, cheapest, and easiest way to achieve this, however, it is also the one that offers the least amount of control over the actual hardware as well as the least amount of performance. Your site could also be affected by the behavior of other sites that you share the server with. If shared hosting is the cheapest way with the lowest performance (which is still more than enough for most sites), then dedicated servers are the polar opposite. They offer the best performance, however, the price also...