Angore, Your question is more suited to the area of this site relating to stamp production, but I would expand on the response by littleriverphil as follows:
Intaglio (AKA recess, line-engraving, copperplate, steel engraving or siderography)
The stamp design is incised into the printing plate to varying depths below the surface. Ink is applied to the plate, excess is wiped off and the paper is pressed under pressure against the plate, actually squeezing into the inked grooves, extracting it and transferring the design to the paper.
An intaglio printed stamp has a distinct raised feel and has been the 'process of choice' for the philatelist since its first use by the British firm of Perkins, Bacon & Petch on the Penny Black design of 1840 through to 1880, but was also later used for high values between 1913-77 and 1988-2003 and on occasional special issues and within a 1999 prestige stamp book, etc.
[Photo]gravure (AKA Rotogravure, gravure or Rotaglio)
An intaglio-based (i.e. below the surface) printing system typically running at high speed, it is best suited to producing large print runs (owing to high set-up costs) and can use either plates or cylinders. It is also commercially known as rotogravure when producing magazines (think Sunday newspaper supplements) and is a term that is infrequently applied to the production of postage stamps. Rotogravure (a merging of parts of the words 'rotary' and 'photogravure'), by definition always uses a rotary press and cylinders. Rotaglio was a commercial brand name.
Until recently, collectors would have only encountered stamps that employed a photographic process in manufacturing the cylinders (hence photogravure), but, following the introduction of computer-engraved cylinders, there was a need to differentiate, as photography is no longer a part of the cylinder manufacturing process, hence 'gravure' now being the modern term.
Gravure printing uses fluid inks applied to the image carrier and held in microscopic cells recessed into the plate/cylinder. Excess ink is removed with a doctor blade (think of a scraper) and the ink is transferred from the cells directly onto the substrate. It is generally used for print runs of more than ten million stamps (some disagree on current thresholds) and offers increased security due to its high set-up costs when compared with offset.
Although sheet-fed gravure is achievable, it is more normally web-fed printing that is utilised. [Photo]gravure has been the mainstream process for British stamp production since 1934.
GLENN MORGAN webmaster of http://stampprinters.info