It depends on what you're doing with it. What we in America call yellow mustard is made of the mild varieties of mustard seed, usually finely ground, while brown, Dijon, and other spicier ones are made of more strongly flavored, more peppery mustards, often ground more coarsely to provide a grainier texture. You may want one in dish A, the other in B.
That being said, commercial formulations do not always follow the recipes used when making the real thing. You have to read the labels to know what (more or less, the labels are not exactly precise either) is in the shelf product. For myself, I try to stick to those with the fewest, most basic ingredients and no preservatives or colorants, or at least none listed on that label. Best of all is to make your own. You can order mustard seeds. They are not expensive.