How to tie the Klemheist knot? [Machard knot] 

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I use the Klemheist as a backup knot when rappelling with a figure 8 device. And also when climbing with the secure footlock because it advances smoothly. I personally don't use the prusik very often because I find it more difficult to advance the hitch up the line. But you can use it in your lanyard.

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Klemheist flows better (good for rappels, for example), Prusik gets very tight and blocks more = good for rescueing people.

Yup, it also depends on the combination of the prusik cord and climbing line. Stiff prusik cord tends to grab less then a more flexible one. When I want a friction hitch that grabs less and breaks more easily, I usually tend to a more complex friction hitch like a distel or vt

It really depends on the situation. The Klemheist hitch is my personal favourite when it comes to secured foot locking because it releases easily.