It's a combination of what my dog enjoys and what is safe for him/her and factors like cost, timing, and proximity. I've pretty much "quit" Schutzhund with Nikon in favor of flyball because he loves them both but flyball is about 1/10th the cost, the timing is much better for me, and I don't have to drive 3 hours one way just for regular training. Instead of spending a fortune on gas and vehicle maintenance just to attend one SchH training a week on the other side of the state, I can now train with my flyball team 2x a week (plus plenty of drills I do daily at home) and compete once a month, often traveling about the same distance I would just for SchH club training. Because the club trains close to my home, I can make every practice whereas the SchH club trains on a weeknight and it's impossible for me to attend, I wouldn't arrive until 8:30PM and it gets dark at like 6:30 now. Also flyball is a year-round thing since it can be done indoors or outdoors. Sometimes with SchH it is too hot/humid to be safe or just too cold to be comfortable, don't want to track during hunting seasons, etc.
Nosework has a similar appeal and Nikon has done well there too. I can be done nearby, very cheap, can be indoors and outdoors, very little equipment required. Trials are still fewer and far between but it is becoming more popular. I was able to do an ORT 1 hour away and a NW1 trial 1 hour away which is being spoiled since many people traveled 10+ hours for the same events.
I love agility and so have my dogs but we kind of come and go as far as training. It is more expensive because you need more space and more equipment at home. I need more instruction so I'm either paying for classes, drop-in groups, or private instruction. Trialing is far more expensive than flyball. With flyball I pay about $35 and my dog runs 4-6 races (with 3-5 heats each) every day all weekend but with agility you're paying $15-$25 per run. When Nikon was younger I did some work for a training facility and got classes free or cheap so he did several rounds of agility and started trialing CPE but now with flyball and everything else, agility is unfortunately the first thing I cut back on.
Liesje & the K9s
Nikon (GSD) U-CH SG SchH1 KKL T1 FO PA TFE-I FDCh-S CL1-R UJJ U-CA HIT TT CGC, free reign semi-retiree
Coke (All-American), couch warmer extraordinaire
Indy (All-American), flyball star in training
Rainbow Bridge Kenya (GSD) U-CH FO OB1 CL1-R CL1-F RA HIT TDI TT CGC