depends
On the stain, the fabric and the colorfastness/not of the item.
For greasy stains, I have found nothing better than the 'boil wash' setting on my washer and any decent liquid detergent.
If color or fabric forbid such high temperatures, I use a detergent with enzymes designed to attack the oil.
Protein based stains are nastier, here I try to use the lowest temperature possible and enzymes.
Fruity stains, tea stains, coffee stains, etc. come out in normal European detergents because of the oxygen bleaches, enzymes and phosphates galore, but if I got clumsy wearing silk, Acè works wonders.
Dr. Beckmans specialty stain lifters (there are like 20+ of them) work well on the icky stuff like ball-point pen, mustard and other nasties.
Pinesol has often removed a latex paint (anal retentives, yes I am aware of the misnomer) which has set into my clothes. Not always, but often enough to be worth the stink.
When all else fails, I try the bleaches which are sold with cloth dyes. They are like super strong chlorine bleach in their effectiveness.