We've got a single square-type diffuser in the kitchen. The ceiling is lowered in the hallway to accommodate the large ductwork, and thus there is a "shoot-off" visible in one of the bedrooms leading to the ceiling. That part of the ceiling usually gets quite cool
Several other houses built later near me have the big round diffusers. They basically look like the oval fluorescent lights that were popular about 15-20 years ago, with a little slit for air just near the diameter.
It appears as though they could be rotated to control airflow(?)
New round diffusers I've seen were in a hospital: It was a round shape, but basically looked like a white fan-blade for a jet engine, or maybe a centrifugal pump.
Best thing about these diffusers (particularly) is they offer very consistent airflow in ALL directions.
Square-ceiling diffusers seem to blow most round the corners, and only from the outermost point - the inner parts don't do anything aside from "decoration."
Large through-the-wall diffusers are one-directional and create more "breeze."
Personally, round-diffusers would be my choice as they offer breeze-free (or draft-less) heating and cooling, although cooling is when you notice the "breeze" more. Having a draft when cooling makes it feel colder until the system kicks off, which then means you feel hot; cooling you rather than the room, as I put it.