I find collaboration diagrams harder to read, so don't use them. State Diagrams are occasionally useful in specialized applications, but are not generally useful. Where a sequence diagram shows the message flow for a given scenario, a state diagram is typically an amalgam of all the messages involved in several scenarios. In general, this is too much information for a single diagram and does nothing but duplicate information found in the sequence diagrams. The presentation is superior than sequence diagrams, however, when the problem is inherently state based.
Deployment diagrams Show how large modules in the system hook up.
Useful primarily for marketing presentations, executive summaries, and pointy-haired bosses.