1095 is a carbon non-stainless steel that has been a staple of the knife industry for decades. It holds a good edge, is relatively easy to sharpen, and has good strength. Its downside is that it is prone to rust. It won't rust immediately, but if left uncared for it will develop rust. Proper cleaning and a light coat of oil has taken care of several of my knives for many years.
D2 is also a high carbon steel, but it is also relatively high in chromium content which makes it less prone to rust than 1095. It can still rust but is better than 1095 for rust resistance while not being as good as a true stainless such as the 440 family or many of the newer stainless steels such as ATS-34, 154CM, or S30V. D2 holds an edge VERY well compared to most steels and is flexible and strong. It's been my experience that D2 is still fairly easy to sharpen, in my opinion D2 is one of the finest knife steels available.
440A has a relatively high chromium content which makes it highly resistant to rust. Even "stainless" steels can rust, but those classified as stainless are significantly less prone to rust than non-stainless so they're more suited to very wet or saltwater areas. The 440 family is one of the more rust resistant but this also makes them less likely to hold an edge and more difficult to sharpen. 440, AUS8, 400 stainless steels are highly rust resistant but I've found they don't hold an edge nearly as well as 1095 or D2 and they're a bear to sharpen.
Hope this helps.