I don't know why I'm here commenting about this, but I love type, so:

Hyphen (-): the short one, used for hyphenated words. fire-eaters. Close-up.

en-dash (–): slightly longer, traditionally the length of a lowercase"n" in the typeface. Used between for things like a timeframe. 10–11:30, August–October

em-dash (—): the longest of the three, and the length of a lowercase "m". Used as a punctuation mark to denote a side comment or to abruptly cut off a sentence. "It's a great punctuation mark—in fact I overuse it—but it's still useful." "Hey where are you going with that giant—"

I didn't bother to double check the definitions, so there might be more specific rules, but these are my rules of thumb.