Colloquialisms, Euphemisms, and Idioms

So a friend and I had a discussion on the difference between colloquialisms, euphemisms, and idioms, and we couldn't come to a proper conclusion. I did some quick homework and found out (and they are not interchangeable):

Colloquialism - Informal or familiar language, such as contractions and slang ("Y'all come back now, hear?")

Euphemism - A metaphor whose literal meaning is dropped; often used as curse word substitutions, acronyms, or to 'soften' a literal meaning (i.e., IRA, dang, "passed on" instead of "died")

Idiom - A phrase whose meaning cannot be inferred by literal definition, and can only be known through common use ("that's the way the cookie crumbles," "wrong side of the tracks," etc)

So, now you know, and you don't have to lose any sleep over it, but YMMV. (I used all three in that sentence!)