What I use most of the time:
For vocals, the CA-2A pretty much muscled everything else aside because it flatters my voice like nothing else
For guitar, the Sonitus compressor set up more like a sustainer
For bass, Concrete Limiter or Sonitus multiband (the Limiter button has saved me more than once), but sometimes the PC76 if I want to "smear" the sound more
For drums, Concrete Limiter to bring up room ambience (I don't like compression on drums, except
very rarely putting two compressors with super-gentle curves in series - the late, great VC-64 is aces for that)
I never compress keys or percussion
The 4K bus compressor usually goes on the master bus when I'm mastering in Sonar, but it's set for a REALLY subtle effect - serious squashing is left to the Waves Multimaximizer that follows it. However, including the 4K in the signal chain really does add something the Waves doesn't provide in terms of glue. The two get along so well I suspect they go out for drinks together when I'm not around.
Generally, I don't use much compression except on voice. I wait until it's time to master, and do one major application of multiband limiting to preserve dynamics yet still give a "hot" signal. Of course back in the days of tape, compression was important because of the dynamic range issues...but that's not needed any more. The trick for me these days is to get "heat"
and dynamics, and I find compression tends to work against that.
Of course...YMMV and probably does