Application.Exit vs Application.Shutdown vs Environment.Exit

Question

  'WinForms
  Application.Exit();

  'WPF
  Application.Shutdown();

  'Console
  Environment.Exit(exitCode);

 Can anyone list the advantages/disadvantages of above methods.
 When to use, how to use etc..

 Dont post any links or copy paste, this for knowledge sharing from persons who already  experienced with above methods.