The only finings I've ever used for beer are kettle finings. I've used Irish moss, and whirlfloc. I've been very pleased with the Whirlfloc, and use it exclusively now. I've never been tempted to use gelatin or other finings, since my beer is crystal clear with a combination of Whirlfloc, a good cold break, and enough time in the fermenter.
I've recently discovered that proper use of kettle finings is all that is needed. If the beer isn't clear going into the fermenter, then the kettle finings were not effective. I aim to get very clear wort into the fermenter, complete with lots of cold break and trub floating around. Whirlfoc or irish moss will flocculate the usual "cloudiness" into larger, visible particles that will settle on the bottom and become yeast food.
I wasn't using enough irish moss when I first started and my beers were always cloudy. I started using a little more, up to a tablespoon and recently switched to one tab of whirlfloc and now my beers clear up wonderfully. They're crystal clear going into the fermenter, where they do cloud up during fermentation, but then I crash cool and the beer clears again. Crash cooling didn't work before I started using kettle finings.
As yooper stated, time in the fermenter will also clear things up though sedimentation, although I don't think sedimentation works well without kettle finings, at least in my experience.
I use Irish moss in the brew kettle. Unless it's a stout or a Hefe, I will add gelatin (Knox brand from the store) to the secondary and cold crash for a couple of days. Then it goes into the keg. I find if I don't do the gelatin and coldcrash the beers take a couple of more weeks to clear from the tap if at all....(including the 3 weeks I "set it and forget it" to carbonate). If I use the gelatin etc, my first beer.....clear as can be.
Is it true that if I put the fermenter in a colder place for the last couple of days of fermentation after adding finings in the primary that there will be less sediment when I bottle it? I don't use a secondary.