The use of a protein rest depends on the grain bill. Grain bills heavy in malted wheat, or unmalted wheat or barley are often good candidates for a protein rest (or you can skip it). These are protein rich ingredients and help to add body to a beer (and potentially haze).
As far as base malts go, I've played around with this and I didn't find much benefit with pale malts, but I do with pilsner malt. These days I just use pilsner malt for ALL of my beers. The benefit that I get is not huge, but to me, it is noticeable. One thing you will read is that too long a protein rest will result in a thin beer. This usually gets misinterpreted into ANY protein rest will result in a thin beer, which is not the case. (I do 20 min. at 122 F)
Now oatmeal is a little different. It has a lot of beta glucans which are "goopy" and high oatmeal beers can be tricky to sparge. The same is true for rye, and to a lesser extent unmalted wheat and barley. For high oatmeal beers, a beta-glucan rest might be a good thing (~110 F). The idea is the same for protein rest, which break proteins into small pieces, but in this case it is larger carbohydrates being broken into smaller pieces so the mash is not so "goopy" and will improve the sparge, and can improve the body.
Another benefit is it often will boast the efficiency of conversion as the proteins are part of the matrix in the endosperm and breaking them down helps to expose more starches for the enzymes to attack