In what situations should I use each kind of list? What are the advantages of each one?
With singly linked lists you can only traverse forwards. With doubly linked lists you can traverse backwards as well as forwards through the list. In general if you are going to use a linked list, there is really no good reason not to use a doubly linked list. I have only used single linked in school.
Plain list:
Stores each item sequentially, so random lookup is extremely fast (i.e. I can instantly say "I want the 657415671567th element, and go straight to it, because we know its memory address will be exactly 657415671567 bigger than the first item). This has little or no memory overhead in storage. However, it has no way of automatically resizing - you have to create a new array, copy across all the values, and then delete the old one. Plain lists are useful when you need to lookup data from anywhere in the list, and you know that your list will not be longer than a certain size.
Linked List:
Each item has a reference to the next item. This means that there is some overhead (to store the reference to the next item). Also, because they're not stored sequentially, you can't immediately go to the 657415671567th element - you have to start at the head (1st element), and then get its reference to go to the 2nd, and then get its reference, to get to the third, ... and then get its reference to get to the 657415671566th, and then get its reference to get to the 657415671567th. In this way, it is very inefficient for random lookup. However, it allows you to modify the length of the list. If your task is to go through each item sequentially, then it's about the same value as a plain list. If you need to change the length of the list, it could be better than a plain list. If you know the 566th element, and you're looking for the 567th, then all you need to do is follow the reference to the next one. However, if you know the 567th and you're looking for the 566th, the only way to find it is to start searching from the 1st element again. This is where Double Linked Lists come in handy...
Double Linked List:
Double linked lists store a reference to the previous element. This means you can traverse the list backwards as well as forwards. This could be very useful in some situations (such as the example given in the Linked List section). Other than that, they have most of the same advantages and disadvantages as a Linked List.
Answer from comments section:
For use as a queue:
You'd have to take all of those advantages and disadvantages into account: Can you say with confidence that your queue will have a maximum size? If your queue could be anywhere from 1 to 10000000000 elements long, then a plain list will just waste memory (and then may not even be big enough). In that case, I'd go with a Linked List. However, rather than storing the index of the front and rear, you should actually store the node.
Recap: A linked list is made up of "nodes", and each node stores the item as well as the reference to the next node
So you should store a reference to the first node, and the last node. Thus, when you enqueue, you stick a new node onto the rear (by linking the old rear one to the new rear one), and remember this new rear node. And, when you dequeue, you remove the front node, and remember the second one as the new "front node". That way, you don't have to worry about any of the middle elements. You can thus ignore the length of the queue (although you can store that too if you really want)
Nobody mentioned my favorite linked list: circularly linked list with a pointer to the last element. You get constant-time insertion and deletion at either end, plus constant-time destructive append. The only cost is that empty lists are a bit tricky. It's a sweet data structure: list, queue, and stack all in one.
One advantage of a doubly-linked list is that removal of a node whose pointer is specified is O(1).