When you spot meter you need to remember that it's ONLY metering from a small segment around the center point in the viewfinder. If you want to meter to a specific area or lighting, that's the one to use. But remember it's basically a point where you want to meter, adjust the settings, then re-frame the shot. It's not always a good idea to use this one all the time, it's more for specific situations.

The multi segment metering takes an averaging of several different points to get the whole metering. It's is normally pretty good, but it is an average, so it can't always get it right in all lighting conditions.

Center weighted is also creating an averaging, but puts a higher percentage on the central part of the viewfinder, and less as it goes out towards the edges.

The best thing to do is to play with the different modes and find out what you like to use. Try taking the same shot with different modes and see what you like to use.