Broadly speaking, if you can use one (i.e. your data is sorted) you should prefer a binary search. If your data is not sorted, then you need to use a linear search.
Why prefere a binary search? It's much more efficient because it has to look at a lot fewer of the elements (consider this graph showing the average running times of a binary search vs a linear search as the number of elements increases).
There are three sorting algorithms that you need to be aware of, and although they might not exactly make your soul sing with joy, they do contain a lot of interesting computer science priniciples that you can and should apply to other 'problems' you find interesting.