Mage
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Mage is a loose term used to indicate a magic user. Unlike the even more generic term "spellcaster", "mage" implies a use of arcane magic by the subject, rather than the use of divine or psychic magic.
In common parlance, mage will most probably refer to a wizard, but might also suggest:
Less likely, it might refer to another type of arcane spellcaster.
"Arcanist", as a term, might also be used similarly to mage to indicate a generic arcane spellcaster, but there is a specific class also called arcanist. Likewise, "magus" is a related term also used by a specific class. There is no specific class called "mage".
Specific uses of the word "mage"
Classes and prestige classes
Mage is sometime used in forming the name of a class or a prestige class, such as archmage, bloatmage or Cyphermage.
Spells and items
Mage is also used to describe many spells, such as mage hand, mage's private sanctum; and magic items, like the hand of the mage.
Creatures
The names of some creatures include the word "mage", such as ogre mage or clockwork mage.
A note on use
In English, "mage" derives from magus, and so "magi" and "mages" are both permissible pluralizations. However, due to the existence of the magus class, "magi" should be reserved for the plural form of magus to avoid ambiguity.