Than deselect (Ctrl+D) and Edit -> Define Pattern.
Name it Grid. Easy isn't it ?

3.) Cool 10px lines:
This one is very cool and I personally use it a lot. Now create a new image 1px wide and 10 pixels long with transparent background.
Zoom it to 1600% and select the upper pixel. Fill it with black, deselect (Ctrl+D) and Edit -> Define Pattern.
You may name it TV Wide or something.

4.) Octagon texture (8 sided rectangle):
Now this is a little bit tougher, but I will try to explain it as clearly as I can.
First create a new image 19px by 19px with transparent background.

Now it will be very useful if you toggle the rulers on (it's done by Ctrl+R and with this combination you switch them off) because we will have to select some hard pixels.
Now zoom it to 1600% and use the Rectangle Selection Tool to get the pixels from 6 vertical (0 horizontal) to 14 vertical(1 horizontal) and fill it with black:

 

 

Now press Ctrl+Alt and Drag a little bit the selection. You will notice it is copied.
Hit Ctrl+T (to Free transform it), then press Shift and rotate it 45 degrees. Do it on eye, but keep in mind that after we position it, it should fill from 1px horizontal (6px vertical) to 5px horizontal(2px vertical).
It should look like this:

 

 

Now select what you have made so far (should be the whole thing on the image up) and move it a bit while holding Ctrl+Alt to copy it. Then Edit -> Transform -> Rotate 90 CCW. It should go like this:

 

Now select the upper left thin line (1px horiz.-5px vert.; 5px horiz.-1px vert.) and Ctrl + Alt move it to the right side of the bottom. Do the same thing with the other thin line untill you achieve this: