I tend to stick to the 8mm and 6mm ones, but sometimes I need "short" plugs for e.g. hanging things in hollow panel doors so I have the 5mm 35mm deep for those as things like that tend to have more delicately sized holes for smaller screws. I prefer to use the 6mm plugs for day-to-day stuff.
The 8mm Expansion plug SX can take some really chunky screws - like 5mm or 6mm diameter so I have no doubt about heavy shelves or big mirrors etc.
They have an Expansion plug S which is hot garbage.