Autocast-on-attack abilities (*Arrows, Incinerate, Cold Attack) are all considered orbs. This may or may not include abilities Critical Strike, Drunken Brawler, Bash, Pulverize, Feedback, but i have absolutely no idea and only included them as they have similar "cast" criteria compared to Incinerate and Cold Attack.
Orb abilities (obviously) are considered orbs.
Barrage does not stack with orb attacks for the extra attacks, and may not for the main attack (i have seen maps where this is the case, but have recently heard otherwise).
Lifesteal used to be an orb effect, but may not be any more (battle.net's site says yes, almost all of my personal experience says no)
http://www.battle.net/war3/basics/heroitemspermanent.shtml said:
Orbs
All Orbs affect magic-immune units.
A ranged Hero will get a new missile that corresponds to the type of Orb he/she is using. It looks very cool to see the Lich throwing fireballs or the Priestess of the Moon using Lightning Balls.
If you have multiple Orbs, the damage bonus stacks, but the effect does not. Only one effect is used which is the highest in the inventory. If you have manually (not autocast) activated attack modifier ability such as Searing Arrow, it will be used instead of the orb. Arrow abilities set to autocast override Orb effects.
The same is the case with the Mask of Death (= Orb)
Fire Orbs
The splash damage bonus does stack with multiple Orbs of Fire.
there should be more on battle.net about that, but i haven't the time to search through it without a freaking search function.
EDIT: about the "Unique" thing, the text to put it in with the proper colour is
|cff8B00FFUnique|r. on a side not, the one for "Artifact" is
|cffFF8C00Artifact|r, "Unique Consumable" is
|cff87CEEBUnique Consumable|r, "Non-Combat Consumable" is
|cff87CEEBNon-Combat Consumable|r (same colour as "Unique Consumable").
the text for the hotkey colours, "history", level #, or whatever, is
|cffFFCC00<insert coloured text here>
|r