Your writing should include a combination of different types of sentences. This keeps your writing interesting. It adds more detail, and the detail helps to develop your ideas. A paragraph with only one type of sentence can either be very boring or very confusing.
You should always consider your audience and the purpose of your writing when you begin writing. Just because you can use a variety of grammar structures doesn't mean you should. For example, the author of a children's story will focus on simple sentences because they are easy to understand and keep the audience's attention. However, someone writing an analysis for a college course is better served by using all of the writing structures as needed.
Think of your sentence types as tools. Each tool fills a specific purpose and helps express a clear idea.