List comprehension is the one obvious way to do do a quick map, a for loop would be used for more complex stuff and side effects. A real map is more niche but probably necessary when doing eval stuff or stylisticly nicer in a module where you do several functional tasks.

String concatenation has one use-case where it is the obvious way, too, namely when you have to concatenate already existing strings without modification, since "%s%s" % (a, b) is just stupid, beyond that you would use string formatting.

Maybe there are unique obvious use-cases for the different formatting options as well, but I don't know them. I give you, that "%" is bad for named arguments, but why wouldn't you just improve that then? I think they do the exact same thing and are good for the exact same contexts. If somebody knows more than me, I would be very happy to be proven wrong.