What are the different effects that different washes produce in baked goods? Just before you put something with dough in the oven, often you have to brush it with a liquid.
I've seen recipes that say with egg wash, with egg yolk, with egg white, with milk etc.

Does it make a difference what you use for brushing? If yes, what is best suited for what purpose (shining, browning, I don't know what else)?
The best resource I've seen is here at The Fresh Loaf.  


Egg yolk produces a shiny and dark look but remains soft.
Egg white is still soft but less shiny.
Milk and water only darken it slightly and produce what the article calls a 'satin' look.
Butter makes it shiny, smooth, rich, and well, buttery!