Well thyristors for example are used in controlled rectifiers. In uncontrolled rectifiers u use diodes and in controlled rectifiers where you may want to control the dc o/p voltage level you can use thyristors in place of the diodes. Basically thyristors are used where there is a need for lower freq and higher power devices.
Triacs are used where u mite need dual direction conduction. For example if yu want to control the amount of power available to a light bulb. You could use the triac and by firing the triac on at different instances u control the bulb brightness.
One main use of UJTs is as a trigger device for thyristors.
Diacs are typically used for triggering triacs.