A quick answer is:
For very sharply defined freehand borders, like camoflague, a fine needle/nozzle will allow close distance spraying with little overspray.
A medium set will produce a much softer border, with noticeable overspray dotting from larger paint droplets. This is useful for spraying where you have areas not to be painted masked, no concerns about over spray.
A large set I consider more useful for wide area coverage, like a primer, solid color or base coat.
I strongly recommend a look at "Don's Airbrush" website, it's a very well organized and detailed introduction to most everything about airbrushing, very well worth the time investment to gain more knowledge and insight. Guaranteed you'll learn lot's of useful information.
Patrick