What is the difference between
For example, To write a sequence of points which is best to use?
Couple of examples of the difference can be useful.
Although I agree with egreg's comment, the difference is mainly of an aesthetic nature imo.
It depends on the context which version to use, which is also how
amsmath decides which to use.
a_1,\ldots,a_n aligns better than
a_1 \to \ldots \to a_n aligns worse than
a_1 \to \cdots \to a_n.
The alignment chosen by amsmath is usually the one commonly found in mathematical articles. However, I guess its not really wrong or anything to deviate from it.