is it better to exile enemy creature, destroy it, or remove it from the game?

[Soddda]

what cards are better to use, those that exile target creature, destroy target creature, or cards that remove creatures from the game?

[Arix]

First of all, exile and remove from the game are exactly the same thing.

Secondly, it depends. In a vacuum, exiling is better than destroying, but it depends on the cards in question, both the card that's destroying/exiling the creature (Murder is better than Trostani's Judgment, generally), and the creature itself (it's better to exile Korozda Monitor, but to destroy Misthollow Griffin).

[DatAsh]

This isn't a rules question, this would be better posted in the Learn to Play Magic section. This is about basic strategy more than anything.