First, think of the possible failure modes:
- Spark plug is clogged with carbon or has an isolation error - it conducts current, but doesn't generate sparks, because the current flows through the carbon from electrode to electrode.
- Break inside the plug, e.g. broken / worn electrodes - plug doesn't conduct (and of course doesn't generate sparks)
- Cable has a break / short
- Coil doesn't generate HV pulses
- Coil generates weak HV pulses
The first device just tests if current is flowing out of the cable into the spark plug. So if you can see it flashing, coil and cable are fine, but it's still possible there's failure #1.
Number two is basically the same, but you can also connect it directly to ground. If it flashes when connected to ground, but not when connected to the plug, you have #2. With all that additional equipment, it may also be connected directly to the coil, without the cable to test for #3 and #4.
The third is used without plug and allows to measure the strength of the HV pulse. It should be strong enough to generate a spark up to a certain gap width. For example, 30kV could form a spark over a 1cm gap in dry air. So this device allows to test #5.
Note that none of these tests #1, but a plug can be easily replaced for testing. If the resistance between terminal an thread/frame measured by a multimeter and it's not infinite, then the spark plug is probably clogged with carbon.
#5 is a bit special. A ignition coil has thousands of turns to generate the high voltage. It is possible that the insulation between some of the turns fails, and so a short circuit is formed between those turns. As result, the voltage of the pulse is lower than normal. This "weaker" pulse may still be able to ignite the mixture in your cylinder most of the times, but under some conditions, it will not, or not so reliably. Typically, the motor will stall or run roughly at low RPMs / when idling, and starting the motor is not easy.
This means, while the plug still generates sparks and the first two devices will flash, the spark will be too weak to ignite the fuel. And that's a bit difficult to measure.
The third device allows to measure the pulse strength by testing what's the maximum width of a gap which will still generate sparks. However, if this pipe is filled with ambient air, the width heavily depends on humidity. So, using this is more an estimation than a real measurement. Yet, you may compare all the coils of the vehicle to test if one is weak.