They are predominantly server variables, and exist at a global level for ALL client connections. Therefore, you don't consider things like query_cache_size to be for a specific thread. However, be aware that not all server variables are used by all storage engines. You can usually (but not always) tell which server variables correspond to which engine because they'll begin with the name of the storage engine, for instance: innodb_log_buffer_size or myisam_max_sort_file_size, however, be aware that some server variables are a little confusing. For instance, the key_buffer_size pertains ONLY to MyISAM index blocks, not to InnoDB index pages.
For a list of all the SERVER variables, simply do a SHOW VARIABLES from the command line. Anything you see there is a server variable, but, as noted above, if you use different storage engines, not all those server variables will be pertinent.
For thread-specific variables, anything which appears in the [client] section of your configuration file will be a thread-specific variables. These variables typically include things like socket, user, host, max_client_packet_length, etc. You can read the manual on the mysql client to see the variables used in the client.
All the variables listed in the "regular" documentation of the server (most of the docs) pertain to server variables, and belong in the [mysqld] section of your configuration file.
Hope this clears some things up. By all means, if you have question regarding a specific variable, then shoot the forum a question... :)
Jay Pipes
Community Relations Manager, North America, MySQL Inc.
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