If your web hosting requirements are such that you are looking to employ powerful scripts on your websites which may often require to have access to all aspects of your hosting account, you may want to go for a dedicated server as opposed to a shared hosting account simply because through a dedicated server, you will be getting access to a lot more resources and also you will be able to do things without restrictions.
Advanced users as well as businesses often go for dedicated servers because these tend to meet their requirements better. If you are not sure of what you should be going for, you will first have to look at your budget and decide on the maximum amount of money that you can spend on your monthly web hosting subscription.
You will also have to check your requirements which is better discussed with professional web hosting providers such as inmotion web hosting as well as website developers who would advise you of an appropriate package to go for. If your requirements are not advanced, you would generally be recommended to go for shared hosting or for a vps that provides you with some more power. However, a VPS would also be sharing resources with others.