When to use which Writer subclass in Java; common practices

I have always been slightly confused with the amount of different IO implementations in Java, and now that I am completely stuck in my project development, I was taking my time to read up on useful stuff meanwhile.

I have realized that there is no newbie-friendly comparison (apart from short explanation at API for Writer class) between the different subclasses of the Writer class. So I figured I'd fire away the question, what are those different subclasses good for?

For example, I usually use a FileWriter wrapped with a BufferedWriter for my outputs to files but I have always been irritated by the fact that there is no println() like method, and one has to use newLine() every second line (to make the output human readable). PrintWriterhas the println() method but no constructor that supports appending however...

I'd really appreciate if you could give me your two cents from your experience, or a nice guide/how-to you might have stumbled upon.

EDIT: Thanks for the replies everyone, I really appreciate the info passed on here. It's a bit unfortunate that the whole append() thing ended up being in focus, it merely meant it as an example. My question was mostly referring to the need and use of all the different implementations, which I guess was mentioned somewhat in a couple of the answers.

It's hard to pick one answer as accepted, since there are three really solid answers, each has contributed to my understanding of the problem. I am gonna have to go with Anon, this time as he's got the least amount of rep. points (I presume he's new on SO). He's 15 answers some of which are really well formulated, and 0 questions asked. Good contribution I'd say, and that is worth promoting.

That being said, ColinD and Jay also provided really good answers, and have pointed out interesting ideas. Especially Jay's comment about Java automatically wrapping a BufferedWriter was worth noting. Thanks again guys, really appreciated!