Another easy way to tell the difference between a genga sheet and a douga sheet is the positioning of the production codes.
For douga, the production codes will almost always be in the top right-hand corner. The only time this changes is if the cel and douga's registration holes are on the side or bottom, which is usually done to help with some sort of sliding effect. Regardless, the production codes on a douga will always be in the corner.
With genga, the codes tend to be in the middle of the page.
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As far as settei goes, it really depends on who you talk to. Personally, I've never seen cels labeled as "settei" before. Usually, when I think of settei, I think of the paper products.
There are settei drawn for each episode of an anime, showing different angles of each character, both full-body and head only. They are to help the animators in drawing the genga/douga/etc. Thus, many copies of the originals are made to be passed around the various parts of the studio. You almost never see original settei--most are copies. So, you really have to trust your source, because studio copies are worth more than copies some dealer/collector makes at Kinko's. If I remember correctly, there were some [i]original[/i] settei from Azamanga Daioh up for auctions on the last BWA--but I could be wrong.
As far as cels go, I usually hear them called "test cels," and there are some made for each episode as well. These are to help the cel painters, and thus are no longer used. When you see color settei, they are computer printouts for a CG show. I'm pretty sure that test cels are one of a kind--it doesn't seem economical to spend the time painting more than one cel. Thus, test cels are usually pretty big so that more than one animator can use them at a time.
For test cels, you might have more luck asking Jenny, Katie, or Rallihir about them. They have CCS test cels up in their respective galleries.
Jenny and Katie's:
http://purpleplum.rubberslug.com/gallery/master_query.asp?SeriesID=20082
Rallihir's is delisted at the moment, so it wouldn't be cool to post a link here w/o permission.
Wow . . . I don't think I started off meaning to say that much . . .
*slinks back into her corner of shame*