How do I safely make an Arduino "use" a 220v ac switch?

I did my google search and got confused with all these terms about Relays, SSRs and MOSFETs. I have and Arduino MEGA 2560 and I want it to switch on/off any device that runs on mains voltage (like a bulb). I also did a bit of searching on those terms and found out that: Relay = electronic switch - I guess my... show more I did my google search and got confused with all these terms about Relays, SSRs and MOSFETs.
I have and Arduino MEGA 2560 and I want it to switch on/off any device that runs on mains voltage (like a bulb).

I also did a bit of searching on those terms and found out that:
Relay = electronic switch - I guess my board can use that
MOSFET = like a switch but with analog functionality - help
SSR - Solid State Relay - It's a Relay but it's also a MOSFET it's coupled so I guess it's safe - please help

oh also I need to do it "safely"as to not fry my board.
If you're not willing/ don't have the time to give me a lecture you can give me links to info pages instead as long as their short and simple *about as long as a news article).

Thank you very much.
Update: I really appreciate your answers but can you please answer this with actual application. as in what exactly I should use (the most optimal). At least give out the components that I need to wire up or what circuits I should solder down.
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