When to use glass vs. metal vs. stoneware baking dish?
Before I say anything further, if you are beginning to bake, I'd suggest investing in a basic introductory cookbook, which can provide more detail than I will here.  Also, you'll find that recipes will generally the type of pan to use.  (And when no material is specified, metal is a pretty good default for most applications.  Recipes designed for glass will often say so, and those which require stoneware will say so or recommend a "heavy casserole dish" or similar.)

Here are a few very general observations, though:


Metal baking sheets: generally have large surface area and are good for things you need to spread out while baking/roasting, e.g., cookies, individual pastries like croissants, etc, as well as things like roasted vegetables.  Baking sheets are also useful in some circumstances where you don't have a pan with a specific shape/size for whatever you're baking (freeform loaves, strudel, galettes, etc.) 
Other Metal bakeware: generally made in specific shapes and sizes which will determine what they can be used for (round vs. square cakes, deeper loaf pans, shallow pie plates, muffin tins, etc.).  There are many special metal pans too which have specific purposes and unique construction, e.g., angel food cake pans, tart pans, popover pans, springform pans, etc.


Generally speaking, metal pans are more responsive to changes in heat.  Metal pans are probably the standard for most "baked goods," particularly for things that bake for a short time frame (less than an hour, and especially for things which cook for less than 30 minutes or so).  Metal pans will often promote surface drying and browning too, though the effect depends on the color of the pan.

Glass and stoneware will take longer to warm up and are probably more commonly used for roasting, braising, casseroles, etc. rather than what we generally refer to as "baking."  (Relatively few recipes for baked goods tend to request glass or stoneware too, so you may need to be ready to adjust time/temperature a bit to use them for baked goods.)  Glass and stoneware often perform similarly, though with a few differences:


Glass is transparent, which can increase radiative heat and in some cases promote more browning.  (It also allows you to see the bottom and sides of your food during cooking, which can be helpful.)
Stoneware is sometimes porous, in which case you may want to be careful about what you put into it (since it can leave stains and sometimes off flavors).  If fully glazed, it basically performs somewhat similar to glass without the transparency.


Because glass and stoneware heat slowly, they're most appropriate for applications that will bake for a long time.  Glass and (glazed) stoneware also tend to be used in circumstances where the food may be more reactive with metal, e.g., if you're making a fruit cobbler with acidic fruit, some metal pans may leave a metallic flavor in the dish (though stainless pans and metal coated pans generally don't have that problem).

Glass and stoneware also aren't generally a good choice if you require rapid changes in temperature and/or direct heating of the pan -- such as stovetop cooking (browning something before roasting, cooking a gravy after roasting, etc.) or broiling.  Rapid temperature changes could crack or shatter glass and stoneware dishes.

Finally, since glass and stoneware change temperature slowly, they're better for situations where you want to keep food warm during serving for a longer time.