That depends on the plan and your host. In most cases, shared hosting plans come with a single, preinstalled control plan. Some hosts offer different control panels with different plans or with different operating systems. With virtual private hosting (VPS), you may have more options available.
In some cases, if your host provides root access, you will be able to install your own control panel, though this is not guaranteed. If you do wish to install your own, you should check with the host before committing.
With a dedicated server, you should have root access, which means you can purchase and install any control panel you desire, provided it’s available for self-installation. Of course, if you prefer not to mess around with setting up or paying for your own control panel, you can just stick with the one your host provides.