Dialogs are a somewhat controversial tool especially their use as modal or modeless. It does not matter much if a dialog is or is not modal but a dialog has to "vanish" from the display when its action is finished, leaving the dialog in a hidden state. That doesn't mean a dialog can't have a life when it's hidden, on the contrary it's rather well suited for this.
Dialogs should only be used for small tasks where it isn't necessary to be shown all the time.
A dialog may have a close box which always has the effect of cancelling the dialog even if there isn't a cancel button. Like the cancel button, the ESC key can be used to activate the close box, therefore a cancel.
Usually all buttons of a dialog are equally sized and equally spaced, except otherwise mentioned. If this isn't possible the sizes increases by multiples.
Buttons are the usual way to start a command in a dialog. They are usually located left-to-right on the bottom or top-down on the right side of a dialog, depending on the size restrictions of the dialog.
The normal action button (usually
An optional apply action button may follow the normal action button on the right or down. An apply action does invoke a task but never leaves the dialog. It always acts as if the dialog is ended with the normal action button but just called again.
The cancel action button is always located on the right or lowest position of any button. It always cancels a task leaving anything in a state as if the dialog wasn't called. If this isn't possible any task has to be handled like a delete action and the cancel button has to be removed after a non cancelable state is reached. The cancel button may never be the default button.
An optional help button may be located in the left most position of the left-to-right order, most of the time separated in space from the other buttons. The absence of a help button may not mean the absence of the help, it may be invoked by other means.
Optional special action buttons may be located left or below of the normal action button.
If a message dialog shows a questions its buttons should not be labelled "OK" and "cancel" instead of "yes" and "no" or better use verbs which describes the chosen actions as "do" and "don't". If your message box shows two buttons make sure your question can only be understanded it two ways.
Panels are rather similar to dialogs, they look almost the same. Panels don't vanish they always are displayed and they can have menus. Panels are mostly used for formulars.