404 - Responds with an error, but shows a custom page to help your visitors.
200 - If a page is missing, it's replaced with the custom error page.
302 - If the page is missing, it's replaced with a temporary redirect to a custom error page.
301 - Redirects errors to either a custom error page, or some other page in the site.
403 is HTTP error. The request requires user authentication.
These type of errors 400, 401 - 404, 501 - 503, etc are supposed to be the HTTP status codes.