In my understanding most types of medications should be able to be delivered in a number of formats. A dry powder inhaler does what it says- delivers the drug in a dry powder format that is inhaled. An aerosol inhaler uses aerosol to propel the drug as it is inhaled. A nebuliser is a liquid form of the drug that becomes a mist (ie small enough particle size for inhalation) when hit at high pressure by a driving gas ie air or oxygen. Regarding efficiency of delivery of each of these types of devices you will have to do a literature search yourself to find that out.
The method of delivery chosen for each patient usually depends on the patient's needs. Dry powder inhalers often require less co-ordination than aerosol inhalers. Although delivery of aerosolised medication can be improved with the use of a spacer device. Ususally patients who require medication in a nebulised form are either chronically too breathless to manage with a dry powder or aerosol device, or are acutely breathless.
There is plenty of information availiable in the literature regarding these devices.