It really depends on what I want to measure. For wall thickness I use the inside/outside kind mostly, until the bowl depth exceeds capacity, they I switch to the figure eight kind.
For matching wall thickness on two halves of a segmented bowl, I usually use the kind of outside calipers with the screw thingy, so once set, it stays at the same setting, and I can transfer that measurement to each half.
For segment width, and scribing diameters on turnings, I will use dial calipers...the decimal kind.
So for me at least, each one has its use. I started out with plain old 6" screw calipers, and discovered their limits pretty fast. As you progress in your turning, you will find times when the old methods and tools just don't work, and you will want something else.