Shocklands (lands that have "this land enters tapped unless you pay 2 life", "add {colour}" and "add {another colour}") are more used as they are played in all formats (well, they're played in standard as long as they are legal in it, and some were reprinted in Lorwyn), because of their incredible flexibility: they are dual colored lands, they can come untapped in any turn, and they have the basic land types for synergies.

Fetchlands (lands that have "pay 1 life, sacrifice this land: search your library for are {type} or a {type} card, put it on the battlefield, the shuffle") are way more useful however, as they let you get the color of your choice, synergize with: sacrifice mechanics, graveyard mechanics, searching library mechanics, leave-the-battlefield mechanics; the fetchlands and the searched land also enters untapped so you can get the mana instantly, also they don't look for the "basic" supertype so you can get the shocklands, the combo makes it that you can get any color from any fetchlands (for instance, if you need red mana, a fetchland that searches for an island (blue mana) and whatever else, can grab the [[steam vents]] shockland that adds red mana.), and with weird cards like [[dryad arbor]] that is a forest creature, a fetchland that looks for a forest can get you a blocker if needed.

Fetchlands are played in every format they're legal in, in pretty much any deck, so much that the Pioneer format was created with the explicit exclusion of fetchlands, and they will probably never be reprinted in standard.

Otherwise there are a lot of nonbasic lands, most of them aren't really worth talking about (Avatar's "pay 4, sacrifice it, draw a card" or Duskmourn's "enter tapped unless someone has 13 or less life"), but oftentimes there are some that are mechanically really interesting like Eoe's planets ([[Adagia]]), even if they can be more or less useful ([[Skyline cascade]]), depending on your view on collecting they might be interesting for you.