Deepsouth is pretty much correct on the differences. Paul Prudhomme had this to say about each in his first cookbook:
Etouffee: "Etouffee" literally means smothered; in Louisiana cooking it signifies covered with a liquid. In my family it refers to a dish with a cooked roux in the Etouffee sauce.
Gumbo: Gumbo is a Cajun soup almost always containing a cooked roux and sometimes thickened with okra or gumbo file'; it usually contains a variety of vegetables and meats or seafood and is served over rice.
Jambalaya: Jambalaya, pronounced drum-buh-lie-ya, is a rice dish highly seasoned and strongly flavored with any combination of beef, pork, fowl, smoked sausage, ham, Tasso or seafood, and often containing tomatoes.
So Etouffee is like rice and gravy, gumbo a Cajun soup, and jambalaya very similar to paella.
Matt, your Etouffee looks wonderful!