These words are all used to show contrast. The difference is where we place them in the sentence. Although and even though are used at the beginning of a sentence or clause - never at the end:
Although I exercise a lot, I can never seem to lose any weight.
Even though I exercise a lot, I can never seem to lose any weight.
I exercise a lot. I can never seem to lose any weight, although though.
I can never seem to lose any weight, although/though/even though I exercise a lot. (all three are correct)
All three can be used in the middle of a sentence, as in the final example.