Below locally compact spaces are assumed to be Hausdorff. The following is essentially a distillate of results from Bourbaki's Topologie Générale, Chapitres II and III.
Definition. A continuous function $f: X \to Y$ is called proper if $f$ maps closed sets to closed sets and $f^{-1}(K)$ is compact for all compact $K \subset Y$.
Remark. If $X$ is Hausdorff and $Y$ is locally compact then a continuous function $f: X \to Y$ is proper if and only if $f^{-1}(K)$ is compact for all compact $K \subset Y$. Moreover, $X$ must be locally compact.
To see this, cover $Y$ with open and relatively compact sets $U_{\alpha}$. Then $f^{-1}(U_{\alpha})$ is an open covering of $X$ by relatively compact sets, hence $X$ is locally compact. If $F \subset X$ is closed then $f(F)$ is closed. Indeed, if $(y_{n}) \subset f(F)$ is a net converging to $y$, then we may assume that all $y_{n}$ are in a compact neighborhood $K$ of $y$. Pick a pre-image $x_{n}$ of each $y_{n} \in f^{-1}(K)$, which is compact by assumption. If $x_{i} \to x \in f^{-1}(K)$ is a convergent subnet of $(x_{n})$ then $(f(x_{i}))$ is a subnet of $(y_{n})$, hence $f(x) = y$ by continuity and thus $y \in f(F)$.
Remark. In the definition of properness it would suffice to require that $f$ is closed and $f^{-1}(y)$ is compact for all $y \in Y$, but the definition above is good enough for the present purposes.
Definition. Let $G$ be a topological group acting continuously on a topological space $X$. The action is called proper if the map $\rho: G \times X \to X \times X$ given by $(g,x) \mapsto (x,gx)$ is proper.
Proposition. If $G$ acts properly on $X$ then $X/G$ is Hausdorff. In particular, each orbit $Gx$ is closed. The stabilizer $G_{x}$ of each point is compact and the map $G/G_{x} \to Gx$ is a homeomorphism. Moreover, if $G$ is Hausdorff then so is $X$.
Proof. Indeed, the orbit equivalence relation is the image of $\rho$, hence it is closed. Since the projection $X \to X/G$ is open, this implies that $X/G$ is Hausdorff. Since the pre-image of the point $[x]$ in $X/G$ is its orbit $Gx$, we see that orbits are closed. The stabilizer $G_{x}$ of a point $x$ is the projection of $\rho^{-1}(x,x)$ to $G$, hence it is compact. The map $G/G_{x} \to Gx$ is proper and $1$-to-$1$, hence a homeomorphism. Finally, if $G$ is Hausdorff, then $\{e\} \times X \subset G \times X$ is closed and therefore the diagonal $\Delta_{X} = \rho(\{e\} \times X)$ of $X \times X$ is closed, hence $X$ is Hausdorff.
Exercise. Let $G$ be a Hausdorff topological group acting properly on a locally compact space $X$. Then $G$ and $X/G$ are both locally compact. If $X$ is compact Hausdorff then so are $G$ and $X/G$.
Replace finite by compact in Type A and Type B. Then we have the following implications for a continuous action:
Proper $\Longrightarrow$ Type A, the converse holds if both $G$ and $X$ are locally compact.
Type A $\Longrightarrow$ Type B.
Let $K \subset X$ be compact. Then $K \times K \subset X \times X$ is compact. Thus, if the action is of type A, then $\rho^{-1}(K \times K) = \{(g,x) \in G \times X\,:\,(x,gx) \in K \times K\} \subset G \times X$ is compact. The projection of this set to $G$ is compact and consists precisely of the $g \in G$ for which $K \cap gK \neq \emptyset$.
Type B $\Longrightarrow$ Type A if $X$ is Hausdorff.
We have to show that $\rho^{-1}(L)$ is compact for every compact $L \subset X \times X$. Let $K$ be the union of the two projections of $L$. Then $(g,x) \in \rho^{-1}(K \times K)$ is equivalent to $x \in K \cap gK$. Since $\rho^{-1}(K \times K)$ is compact and $\rho^{-1}(L)$ is a closed subset of $\rho^{-1}(K \times K)$, we have that $\rho^{-1}(L)$ is compact.
Corollary. If $G$ and $X$ are locally compact, properness, Type A and Type B are all equivalent.
Let me now show that in the locally compact setting properness is equivalent to a refinement of Type C:
Proposition. Let $G$ and $X$ be locally compact and assume that $G$ acts continuously on $X$. The following are equivalent:
- The action is proper.
- For all $x,y \in X$ there are open neighborhoods $U_{x}, U_{y} \subset X$ of $x$ and $y$ such that $C = \{g \in G\,:\,gU_x \cap U_{y} \neq \emptyset \}$ is relatively compact.
Proof. $1.$ implies $2.$ Let
$K_{x}$ and $K_{y}$
be compact neighborhoods of $x$ and $y$. Then the set $\rho^{-1}(K_{x} \times K_{y})$ is compact and its projection to $G$ contains $C$ and is compact. Now let $U_{x}$ and $U_{y}$ be the interiors of $K_{x}$ and $K_{y}$.
$2.$ implies $1$. Let $K \subset X \times X$ be compact. We want to show that $\rho^{-1}(K)$ is compact as well. Let $(g_{n},x_{n})$ be a universal net in $\rho^{-1}(K)$. Then $(x_{n},g_{n}x_{n})$ is a universal net in $K$ and hence converges to some $(x,y) \in K$. Let $U_{x}, U_{y}$ and $C$ be as in $2.$. Then $(x_{n},g_{n}x_{n}) \in U_{x} \times U_{y}$ eventually and thus also $(g_{n}) \subset C$ eventually. Since $(g_{n})$ is universal and $C$ is relatively compact, $(g_{n})$ converges to some $g \in G$. Hence $(g_{n},x_{n})$ converges to $(g,x) \in \rho^{-1}(K)$.
Example.
To see that Type C is weaker than properness, consider $A = \begin{pmatrix} 2 & 0 \\ 0 & 2^{-1} \end{pmatrix}$ and the action of $\mathbb{Z}$ on $\mathbb{R}^{2} \smallsetminus \{0\}$ given by $n \cdot x = A^{n} x$. For instance for $x = \begin{pmatrix} 1 \\ 0 \end{pmatrix}$ and $y = \begin{pmatrix} 0 \\ 1 \end{pmatrix}$ and all neighborhoods $U_{x} \ni x$ and $U_{y} \ni y$ the set $\{n \in \mathbb{Z}\,:\, U_{x} \cap n \cdot U_{y} \neq \emptyset \}$ is infinite. Thus this action isn't proper. On the other hand, it is easy to see that it is of Type C.
Remark.
The previous example shows that properness of an action is not a local property.
Exercise.
If the action of a locally compact group $G$ on a locally compact space $X$ is of type C and $X/G$ is Hausdorff then it is proper.
To finish this discussion, it is evident that an action of type C is also of type E, hence type E is also weaker than properness. Finally, a trivial action is of type D, hence this property has nothing to do with properness.
Here are some references:
I've followed Bourbaki, Topologie Générale, Ch. III, in terminology, and the proofs I've given are variants of Bourbaki's. I happen to like Koszul's Lectures on groups of transformations. If you're looking for a more pedestrian approach, you can find the most important facts in Lee's Introduction to topological manifolds.
Best Answer
This is not an answer but I think points to a line of investigation.
We know for a CW-complex $X$ that $X$ is the colimit of its skeleta $X^n$, and that $X^{n+1}$ is obtained from $X^n$ by attaching cells, which again is a colimit operation.
I now refer to the general theory of fibred exponential laws, which have been investigated over many years by Peter Booth, also with colleagues at Memorial University, and we wrote two papers:
(1) Spaces of partial maps, fibred mapping spaces and the compact-open topology, Gen. Top. Appl. 8 (1978) 181-195.
(2) On the application of fibred mapping spaces to exponential laws for bundles, ex-spaces and other categories of maps, Gen. Top. Appl. (1978) 165-179.
both available from my publications list as [26,27], and from the Journal's web page. These papers show that under suitable restrictions, or by working in a convenient category of spaces, see Section 7 of (1), and Section 8 of (2), that if $p:Y \to X$ is a map of spaces then the pullback functor $p^*: Top/X \to Top/Y$ has a right adjoint and so preserves colimits. So if $Y^n= p^{-1}X^n$ you get that $Y$ is the colimit of the $Y^n$.
Now you also have a chance of analysing the construction of $Y^{n+1}$ from $Y^n$. I think this easily gives the case mentioned by Fernando, when $p$ is a covering: that result goes back to JHCW, with a direct proof.
You need to look carefully at the pullbacks of the elements of the construction of $X^{n+1}$. Perhaps you also need to look at generalisations of CW-complexes. See for example Minian, G.; Ottina, M. A geometric decomposition of spaces into cells of different types. J. Homotopy Relat. Struct. 1 (2006) 245–271 and its sequel.