Ahd is usually used for drums, also good on samplers. Adsr usually for synths, it is good to have both options for variety but the defaults are well suited so no need to switch unless you want to. Hold acts as if sustain were a time instead of a level and at max setting (maintains peak volume).
Note setting is more for live played in vs programed in
Ahd can be good for synth sounds that are gated, arp like sliced kind of sounds, this can also be done with trig legnth, but as stated hold is a modulatable parm and trig legnth is not
Adsr on drums can give some unusual env responses which could be interesting and you may get some odd but potentially usefull results on some engines; tones on snare, double trigger type sounds on clap etc
Some synths even have more complex envelopes like ahdsr etc