What to Test

Tests of units, e.g. classes, individual methods, or, in case of traditional programming languages, modules and procedures.
Advantage: Tests can be performed concurrently for different units and long before the whole program gets completed. Locating faults can be easier because just a unit (including perhaps some other units that are indirectly used) participate in a test.

Higher-Order Testing, i.e. test of the whole program.
Even thorough tests of all units do not guarantee that all possible failures will be found. Many errors result from inconsistencies between individual units. Use cases might be helpful at this stage to develop test cases (also called function testing). Other tests include volume tests (large amounts of data), stress testing, performance and security tests.