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The Horadrim are composed of 'Magi', the classes from Diablo I & II are Sorcerers and the class from Diablo III calls themselves a Wizard (to distinguish themselves from the Sorcerers/Magi?).
Is there any nuance to these names we can infer from novels, cinematics or otherwise from the franchise?
Note: I don't consider material on wiki-pages to be canonical, unless it references an official text.
The three can can be roughly split by their schooling or status within the mage-clans.
Magi can be applied as a generic term or, more properly, to one of the mage-clans of the East.
Sorcerors do not have that official affiliation, but share the magi's training and use magic in a similar way. They can be thought of wandering magi.
Wizards are rogue magic users, born of their own talent rather than schooling within the mage-clans and their schools of magic. They do not respect the same norms as the magi and sorcerors.
From the Diablo I manual:
Although practitioners of the mystic arts are scarce within the often superstitious and religious lands of the West, many magi have made the pilgrimage from the Far East to see for themselves what horrors lie beneath the ruined Cathedral of Khanduras. The veiled Brotherhood of the Vizjerei, one of the eldest and most dominant mage-clans of the East, has sent many of its acolytes to observe the dark events unfolding in Khanduras first hand.
The Vizjerei, known for their brightly colored turinash -or spirit-robes have taken a keen interest in both gathering knowledge of demons and seeing them slain. The Vizjerei elders hope that their acolytes will learn the secrets of the dark evil that they sense growing in the West and can destroy it. The possibility of discovering long-lost tomes of magical knowledge within the confines of the labyrinth has also captured the interest of many wandering Sorcerers.
From Blizzard's class description of the Wizard in Diablo III:
Magic-users hail from academies throughout Sanctuary – from Xiansai to Caldeum – bearing monikers like "sorcerer" and "mage," but those who would refer to themselves with the derogatory epithet "wizard" are as similar to their fellow spellcasters as a lion is to a kitten. Wizards and sorcerers both wield the hidden mysteries of the arcane; there, the commonalities end.
Wizards are known for a number of qualities: not only rebelliousness and flair, but also disdain for the endless lessons and prattling about caution and safety that echo from academic schools of magic. Wizards’ superior attitudes seem to stem from their natural talent – their ability to wrestle the ambient force of magic into submission and direct it to their ends by will and instinct. Any accidents that might occur due to their lack of finesse are unfortunate…but that rarely stops wizards from indulging in their unstable power.
