Six families, one underlying tradeoff
Every actuator a robot uses ultimately converts some stored form of energy, electrical, hydraulic, or pneumatic, into mechanical motion. But the six families that dominate robotics (brushed DC motors, brushless DC motors, servo motors, stepper motors, hydraulic actuators, and pneumatic actuators) do that conversion in very different ways, and those differences show up directly in what the actuator is good at. Brushed DC motors are cheap and simple but need external sensing to know their position. Brushless motors trade a more complex driver for higher efficiency and longer life. Servos package a motor, gearbox, and position feedback into one closed unit built for direct angle commands. Steppers move in fixed increments and can hold position with no feedback at all, at the cost of top speed. Hydraulics deliver enormous force density but need a pump, valves, and fluid lines. Pneumatics are fast and compliant but hard to control with fine precision because air is compressible.
None of these is 'better' in the abstract, they occupy different corners of a tradeoff space defined by torque density, speed, positional precision, controllability, cost, and power system complexity. A drone needs high power-to-weight and fast spin-up, which points at BLDC. A 3D printer needs repeatable, open-loop position control, which points at steppers. An excavator arm needs raw force in a compact package, which points at hydraulics. Choosing an actuator is really choosing which of these axes you're willing to sacrifice, because no single actuator family wins on all of them at once.