AU is the abbreviation for astronomical unit, a unit of linear measure based on the mean distance of Earth-That-Was to its Sun, some 93,954,524.4 miles, and a unit best used for intrasystem ranging. It is commonly superseded for use at interstellar and intragalactic scales by the more accommodating light year and parsec, and by Kiloparsec- and megaparsec at Local Group or other intergalactic distances.
Since about 62,399 AU make a light year, and 3.26ly a parsec, astronomers primarily use the former unit to measure the smaller distances between planets within a system (or between a star and its retinue), and use the latter two units for measuring the far larger distances among and between stars within a galaxy.
A Kiloparsec is 1000 parsec(s). For measurement reasons, kiloparsec(s) are used to measure distance between galaxies or massive distances, as in between Earth and the galactic Core is 8 kiloparsecs, meaning 8000 parsecs.
A light year is the distance that light travels in a year.
A Megaparsec is a million parsecs (mega- is a prefix meaning million) there are about 3.3 light-years to a parsec, a megaparsec is rather a long way. The standard abbreviation is Mpc. When discussing distances like the size of a galaxy cluster, or a supercluster, or a void, the megaparsec is a handy unit.
A parsec is a unit of measurement in space and is the equivalent of 3.26 light years.