There are four main first-line imaging technologies: X-Ray, CT, Ultrasound, and MRI.

- X-Rays were discovered around the beginning of the 20th century and hence they've been around the longest.  The machines are fairly simple and they're still widely used.  They work by projecting a beam of penetrating radiation ("X" rays) through the body and onto a sheet of photographic paper. What ends up on the radiograph is an overlapped series of shadows of every bone and organ. However, the image is flat, so all depth information is lost, and there's always a problem of some heavy, dense shadow obscuriing whatever is behind or in front of it. 

- CT (Computerised Tomography) also uses X-rays, but in a different way, The machine looks like a giant ring, and inside the ring is an X-ray emitter and on the opposide side of the ring, aector  collector. The emitter and collector spin rapidly inside the ring, and the whole ring moves up or down the patient.  The information from the collectors is processed by the computer and creates images which are a series of slices through the body.  By comparing successive slices, the scanned volume can be imagined in 3D, overcoming the problems with traditional X-rays making a single flat images. The CT can pick out subtle features that are lost on a traditional flat X-Ray. 

- US (Ultrasound) uses high frequency sound waves which pass through the body and reflect off the structures within.  It's very similar in concept to the ASDIC or sonar that the navy uses to detect submarines.  The machines are now very cheap and portable, so a nurse or doctor can reasonably carry one around. Once the machine is bought, it's probably the cheapest of the scanning techniques. 

- MRI (Magnetic Resonance Imaging) uses magnetic fields, radio waves, and a lot of complex science to detect hydrogen atoms. The atoms occur abundantly in blood, liquids, fats, and many other tissues.  It is also possible to adjust the way the machine works to make different tissue types more apparent.  However, the machine is insanely expensive, can be dangerous because of the massive magnetic fields, is slow to make a scan, and many patients find it claustrophic and unpleasant. 

So, it's not really a case that one scan type is better than other, but rather that some scans are better in some situations.  A feature that shows up prominently on one scan may not show up at all on another.  Over time, doctors have built up a lot of expertise in knowing which scans are best in which situations, and these are usually the ones which get used first.