Difference between "so", "very", "extremely" and "really"

What is the difference between so, very, extremely and really? For example,

We're so/very/extremely/really glad you could come!


Here so is an extra amplifier and can be used with or without one of the others, as in "We're so very glad you came".

The others have different literal meanings: a high level of gladness; a maximum level of gladness; and a truthful level of gladness. But in practice the effect of each is much the same.


In my opinion:

so < very < really < extremely