Instagram is very simple and easy to use, you are able to take videos and photos then add different filters, effects and text.This is a very popular way of promotion for modern artists. Its quick and it has become a very popular site for promotion.
Youtube
Youtube is a good app for filming videos and getting those videos out to a large amount of people, videos usually get pushed out when youtube thinks they are interesting, this seems to be completely random so the chance of a lot of people seeing your video is very lucky.
Facebook is focused on photos and updates about personal life, this seems to be the main place where labels find musicians so it is very important to have one, the app is a bit outdated when comparing it to similar apps like instagram.
What bands use and how they use them
Some bands like Radiohead, Blur and Gorillaz upload music videos to youtube while at the same time they upload small clips of music to their instagram when ever they are about to release something new.