GLX is used on Unix OpenGL implementation to manage interaction with the X Window System and to encode OpenGL onto the X protocol stream for remote rendering.
GLU stands for OpenGL Utility library. This is a set of functions to create texture mipmaps from a base image, map coordinates between screen and object space, and draw quadric surfaces and NURBS.
DRI stands for Direct Rendering Infrastructure. In simple terms, it enables hardware-accelerated 3D graphics on Linux. More specifically, it’s a software architecture for coordinating the Linux kernel, X Window system, 3D graphics hardware and an OpenGL-based rendering engine.
(More http://www.opengl.org/resources/libraries/glx/)