The only way to really penetrate a specific social media is to invest quite a bit of time on that social media, posting a few times a day and engaging regularly on other people's content. That's kind of impossible to do across the board with all the social medias unless you hire a team of people, so as a result, experts usually tell you to keep yourself down to 2-3 social medias, with one major emphasis and a couple smaller presences.
My personal preferences for social media priority goes as follows: Facebook, Instagram, Pinterest, LinkedIn.
Facebook: Top Stats for Users and Growth
Instagram: Top Stats for Engagement
Pinterest: Aspirational Search Engine
Linked In: B2B and Freelance Must Have
Each social media has a specific interest in mind, so each business and goal has a unique need with social media. An artist would need Instagram a lot more than Twitter, but a politician might find Twitter to be an ideal media outlet. For others, it might be more of a preference of comfort and enjoyment. With that said, my personal needs for social media has always been more geared toward blogging and writing. My comfort/enjoyment media has always been Facebook followed by Pinterest.