Resistors convert electrical energy to heat.
Inside them flowing electrons collide with the larger molecules, give up some of the energy to them. Do the molecules vibrate more wildly and this means the temperature is now by definition higher.
Resistors are useful because they convert current to voltage if we think of the Ohm's law and look at it the other way.
So the varying output current of a device that amplifies a music signal for example can be converted to a voltage varying music output signal.
Capacitors store energy in the form of electric field.
Inductors store energy in the form of magnetic field.
When a voltage is applied to a capacitor through a resistor electrons start moving by repulsion from the negative terminal of the battery to one of the plates of the capacitor. The ones that have arrived there as they are negative repel following ones arriving too. The more they arrive the more difficult it is for new ones to come. Much like as soon as a room starts getting full.
This increasingly difficult situation is an non linear effect and the equations that describe voltage, current as a function of time are exponential.
Capacitors try to keep the voltage across them constant.
Inductors try to keep the current through them constant.
An inductor of large inductance is much like a train that it is hard to start moving and hard to stop, it reacts. This is why coils, inductors, and capacitors are described as having the property of reactance. Capacitors react to a change of voltage across their terminals.
References:
Conceptual Physics - Hewitt
The Feynsmn Lectures in Physics
Electronics - Neil Storey / later editions
Introduction to System Dynamics - Shearer, Murphy, Richardson - Addison Wesley
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