I know there are quite a bunch of questions about big O notation, I have already checked:
Check out the "phone book" example given here: What is a plain English explanation of "Big O" notation?
Remember that Big-O is all about scale: how much more operation will this algorithm require as the data set grows?
O(log n) generally means you can cut the dataset in half with each iteration (e.g. binary search)
O(n log n) means you're performing an O(log n) operation for each item in your dataset
I'm pretty sure 'O(n log log n)' doesn't make any sense. Or if it does, it simplifies down to O(n log n).