Pangrams and Autograms
The sentence: "The quick brown fox jumps over the lazy dog." is the most famous pangram: a sentence which contains every letter at least once. However at 35 letters it is nowhere near as efficient as some other sentences.
Given that there are 26 letters in the English alphabet we have a firm limit on how short these sentences can get. Any sentence that manages to get to this limit is called a perfect pangram, but the results are usually quite dodgy. "Cwm fjord bank glyphs vext quiz" is perfect, but uses a loan word (Cwm) from Welsh, while "Mr Jock, TV quiz PhD, bags few lynx" contains three abbreviations and a proper noun. Neither is particularly satisfying, but by allowing more than the bare minimum of letters we can make better sentences: "Sphinx of black quartz, judge my vow"  or "Big fjords vex quick waltz nymph" . For (many) more of these check out this blog.
Before I go onto Autograms, just a brief word on Isograms: those words that contain as many distinct letters as possible without repeating them. While English has the word subdermatoglyphic which has 17 letters (the length is mostly limited by how many vowels we can muster), the German language proudly boasts Heizölrückstoßabdämpfung which has 23 letters (including all of the specifically German letters, ä, ö, ü and ß).
Finally Autograms are self describing sentences. There are lots of examples but they are beautiful puzzles to work out. Here are a few from their master Lee Sallows:
"This sentence employs two a’s, two c’s, two d’s, twenty-eight e’s, five f’s, three g’s, eight h’s, eleven i’s, three l’s, two m’s, thirteen n’s, nine o’s, two p’s, five r’s, twenty-five s’s, twenty-three t’s, six v’s, ten w’s, two x’s, five y’s, and one z."
Slightly less impressive, but by the same author we have: "Only the fool would take trouble to verify that his sentence was composed of ten a’s, three b’s, four c’s, four d’s, forty-six e’s, sixteen f’s, four g’s, thirteen h’s, fifteen i’s, two k’s, nine l’s, four m’s, twenty-five n’s, twenty-four o’s, five p’s, sixteen r’s, forty-one s’s, thirty-seven t’s, ten u’s, eight v’s, eight w’s, four x’s, eleven y’s, twenty-seven commas, twenty-three apostrophes, seven hyphens and, last but not least, a single !" This one counts the punctuation, but it has a long lead in sentence which can be used to bodge the letter counts.
More impressively, the next one contains every letter (it is a pangram): "This pangram contains four as, one b, two cs, one d, thirty es, six fs, five gs, seven hs, eleven is, one j, one k, two ls, two ms, eighteen ns, fifteen os, two ps, one q, five rs, twenty-seven ss, eighteen ts, two us, seven vs, eight ws, two xs, three ys, & one z."