The modes are for different situations. When I'm shooting macro I often opt for "A" since depth of field is my biggest issue at that moment. When I'm chasing a moving subject "S" is the answer since the shutter speed becomes the issue. And when I don't want to be bothered "P" is a nice compromise though the best images do not come from that setting.

However, if you really want to learn photography and become creative in your craft you must learn how to use "M", manual. The processor in your camera tries to give you "nice" pictures but it cannot give you outstanding images because it has no way of knowing exactly what it is you want to create. It always tries to average everthing regardless and "average" can often be equated to "mediocre". Manual allows you to push the camera and create effects that you can never achieve with the other modes. This mode also helps you to better understand what's possible.

As to scene modes, the camera, not knowing what you want to do, needs help sometimes and the scene modes are that help. Each one programs the camera for a certain effect to give you better pictures for each scene. But as usual you will get an average image from the scene mode, it will simply look better than a normal one. You should be able to create the same effect using your menus and this is something you need to learn too. If you know how to configure the camera you are able to get even more impressive images after a bit of practice. Good luck!

Great question.

My short answer: I was never sure if good and bad were due to me or to the camera -- until I went to manual exposure mode with auto ISO off.

Two advantages of migrating to manual and setting ISO manually are worth mentioning:
-Manual with auto ISO off develops your intuition about exposure settings, as do use of an ExpoDisc, digital light meter for incident lighting, and the Buff Cyber Commander.
-As a newbie, I found cameras doing stuff I did not expect, above all in scene modes. For example, in aperture, shutter, and program modes, I'd set ISO and the camera might pick another ISO. Likewise, letting the camera pick the shutter speed can lead to conflicts with your strobes.

Manual exposure mode in a studio does not seem to slow me down but if it actually does, it is not much slower or enough to be an issue. Outside the studio, there are so many unfamiliar situations that I'd look to my camera more for advice.

I know that most people would disagree with me but my thinking is:
When you are new and don't know much you should use the manual mode. The manual mode is slow and it requires you to turn the controls to get the settings you want. If you are going to rely solely on the meter manual doesn't give any better exposure than an automatic mode. However, the advantage of using manual in the beginning is that it helps you to understand what all the settings are and what they are supposed to do better. It doesn't neccessarily give you any better exposure.

Once you know everything then you can use whatever mode you like. Once you understand what each of the modes would and can do and how exactly it does it then you can rely on them for faster operation when you're in situation where you don't even have fraction of a second to spare.