A sigma bond is the end-to-end overlap of the bonding orbitals, usually hybrid orbitals. The sigma bond is a single bond. 

A pi bond is the side-to-side overlap of unhybridized p-orbitals. A pi bond, along with a sigma bond form a double bond. 
sigma bond is used in hybridization but pi bond when dealing with saturated molecules is not used,that is double bonds.
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Sigma bond
-formed by axial or headon overlap of atomic orbitals
-s orbital can form only sigma bond
-extent of overlap is higher
-first formed bonds
-free rotation is possible

pi bond
-later or sidewise overlapping
-s orbital cannot form pi bond
-extent of overlap is lower
-additional bonds are pi bonds
-free rotation is not possible 

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