The following may be slightly oversimplified.
A Bhikkhu is a man who is fully ordained.
Bhante is a Pali honorific title that a lay person would use to address a bhikkhu, much like one might use "sir" to address a superior. Venerable and Phra are English and Thai translations.
However, it is also customary for lay people to attach bhante/phra/venerable to a bhikkhu's name when referring to them. So I might refer to a Thai monk as "Phra X" ("Hello, Phra X"), whereas if there were no lay people around Phra Y would probably just say "Hey, X, how's it going?"
What I'm not so sure about is the way some monks write their name as Bhikkhu X or X Bhikkhu. I don't see the "Bhikkhu" as an honorific, so would prefer to add "Bhante" or "Venerable". Perhaps someone more knowledgeable can comment.
Then there's the Burmese, who add the honorific "Sayadaw" at the end for distinguished teachers. It's hard to keep up...
Hope that helps a little.