I've heard, and through my own experiences discovered, that for bodybuilding/hypertrophy purposes machine exercises are superior because they provide more stability they have a more even resistance profile throughout the range of motion. This holds true for me with most muscle groups except for shoulders. I've always felt a better pump and felt like my shoulders had been worked more through a dumbell press than a shoulder press machine. Is this because my shoulders respond better to dumbell movements or is it just that feeling a pump is a good indicator better hypertrophy?
The biggest thing about exercise selection is preference. If you enjoy doing DB shoulder press, you feel soreness, and get a pump, there is no reason to stop them if you are responding well. There are general exercises that are good, but everyone is different so stick to what works with you.
Every so often you can swap a movement out so you can target the same muscles, but the same joints are not strained as much.