This is a super-vague question because there are mortgages (va, fha, usda, etc.), personal loans, credit cards, auto loans, commercial loans, lines of credit, and so on.
I can provide some generalities. It is generally easy to work with credit unions, they have more personality and have more loan options – because they participate in all types of loans above, while some banks have stopped making personal loans. Even with credit unions, you will want a bigger one, because the smaller ones may not have the conditions that are right for you.
Mortgages – go see a mortgage specialist.
Like a mortgage broker or banker in your area. Not only can they offer more loan programs, but they generally have better terms than your bank or credit union.
Auto loan complicated. Dealers sometimes make promises of 0 or 99% financing. Enjoy it if you can. Before going to the dealership, I would also advise you to charge the price by a credit union. Dealers (talking about their personal banking experience) are known to have added “standard fees” that are actually additions and cover-ups. If you have already set the price in a credit union, you would probably have received a very advantageous option. It will be good for comparison purposes.
Credit cards – depends on your preferences.
Need to balance the transfer? Get a 0% promotion card for 12 months. Balance after that? If you talk to a credit union, their rates can be literally two times lower than those of the big credit card companies. You want rewards? Shop around, you can find it anywhere and I do not know of any company that dominates that. It all depends on your preferences.
Personal loans – credit unions.
By far the best choice here. Not only are they flexible, but they are also one of the few institutions to participate.
In the end, it will vary a bit. My recommendation would be to find a credit union and a banker you trust and use them for most of the items above. However, when it comes to your mortgage, find a broker. Neither your credit union nor your broker will perform the loan service, so you might as well get the best deal.