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Emile Durkheim's great contribution was to provide a systematic framework for thinking about human behaviors in sociological contexts. In other words, he claimed that one could better understand a subjective phenomenon, behavior, or institution, with religion being a very prominent example, by studying the the social organizations from which it emerged, looking for relationships between the two. This is the heart of sociological practice. He also explored the relationship between the individual and society, and concluded that conflict emerges from differences between individual imperatives and those of society.
Max Weber, while interested in similar questions, has become most famous for exploring the role that ideas play in the formation of value systems and othe social structures. In his famous work The Protestant Ethic and the Spirit of Capitalism, for example, he argued that capitalism emerged first in Protestant society because Protestants, specifically Calvinists, valued money-making but eschewed shows of wealth. Therefore Calvinist businessmen invested earnings back into their businesses as capital. In this way, Weber was attempting to explain capitalism as a set of values.
Karl Marx's great contribution to sociology was his claim that human institutions and behaviors can only be understood in terms of their relationship to the means of production. Religion, for example, was understood by Marx to be another way for the bourgeoisie to keep working people subjugated, happy, and quiet. Marx sought to find an economic, or materialist basis for all of human behavior. While both Weber and Durkheim imposed major revisions on Marx's work, it remains influential, and he is still considered one of the fathers of sociology.
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