I want to know the difference between FIQ and IRQ interrupt system in any microprocessor, e.g: ARM926EJ.
Chaos has already answered well, but an additional point not covered so far is that FIQ is at the end of the vector table and so it's common/traditional to just start the routine right there, whereas the IRQ vector is usually just that. (ie a jump to somewhere else). Avoiding that extra branch immediately after a full stash and context switch is a slight speed gain.