In the way:
- Please move this chair. It is in the way.
- Do your work in the way I have shown you.
On the way:
- On the way to the station, I bought some cigarettes.
In this way:
- He saves old envelopes. In this way, he has collected a great many stamps.
By the way:
- By the way, have you seen Harry recently ?
In a way:
- In a way, it is an important book.