What are msbuild tasks and what situations should you be using them or not using them? What are the alternatives? What advantages or disadvantages do they offer?
A task implements the Task class and as such can be called from msbuild code. Usually this is done by e.g. writing some C# code implementing the class and building it into a dll which is passed to the UsingTask element to make it available. There's also a shorter way to do this: using Inline Tasks. This allows writing the code directlry in the msbuild file.
Sctrictly speaking there is no alternative since a Task has the definition given above and there is only one such thing with exactly those properties in msbuild. There is also a Target though which is used to call Tasks (and has a bunch of other functionality like expressing dependencies to other targets, defining it's in/outputs, ...). So it's an alternative considering there is some overlap, and I assume this is what you're asking about: you can create functionality either by calling multiple Tasks consecutively in a Target (or having targets depend on other targets etc), or by writing your own Task which performs all or some of those actions.
By example: suppose you want to list a directory and copy all .c files to another directory then zip the directory. Either you write a Target in which you list the files (using an ItemGroup), then call Copy and Zip tasks. Or you write a custom task which uses C# calls like Directory.GetFiles/File.Copy/ZipFile.CreateDirectory and have the target call just your custom task.
Advantages of custom tasks: they can contain arbitrary code so you can basically do anything you can imagine. Disadvantage: needs to be built, maintained and shipped with the msbuild code using them (either as a dll or else as source code in which case they need to be built on the fly before they can be used).
Advantages of targets with existing (built-in) tasks: most common functionality found in build systems is readily available in tried and tested code with ample documentation and/or SO questions as additional resources, no reinventing of wheels, others know that code already as well, no maintainance of custom code. Disadvantage: not every single piece of functionality is available, number of composed tasks to achieve functionality might be too high or impractical.
When to use tasks is basically answered by the two paragraphs above. I can't possibly tell you how much custom tasks you'll be writing in practice as I don't know your usecases. Looking at all msbuild code I have myself (for dealing with a mix of C/C++/C#/Python projects) I'd say it's about 95% built-in tasks and 5% custom tasks. Of those 5% most is from tasks written by others ike MSBuild Community Tasks and MSBuild Extension Pack.