What is the difference between \ldots and \cdots?
For example, To write a sequence of points which is best to use?
a_1,\ldots,a_n Or a_1,\cdots,a_n.
Couple of examples of the difference can be useful.
Although I agree with egreg's comment, the difference is mainly of an aesthetic nature imo.
It depends on the context which version to use, which is also how amsmath decides which to use.
Some examples:
a_1,\ldots,a_n aligns better than a_1,\cdots,a_n.
But a_1 \to \ldots \to a_n aligns worse than a_1 \to \cdots \to a_n.
The alignment chosen by amsmath is usually the one commonly found in mathematical articles. However, I guess its not really wrong or anything to deviate from it.

amsmath was constructed to follow traditional typographic usage (which is, as noted, based largely on alignment, to avoid calling attention to its appearance and thus away from the underlying meaning).
– barbara beeton
Jun 05 '13 at 12:28
\ldots when the separator symbol is bottom-aligned (eg: comma ) and to use \cdots when the separator symbol is at center-aligned (eg: \to)
– Cyriac Antony
Aug 08 '19 at 05:50
Idots are used between the comma's (at the bottom) where as cdots are used between mostly in plus minus signs (at the middle of the line).
amsmathand use\dots; in the vast majority of cases, the result will be what's usually found in mathematical publications. – egreg Jun 05 '13 at 10:28