This is indeed a very good question.
Rococo is the testnet for all parachains in the Ecosystem (as announced on last Sub0 Conference), and all teams that want to try out being a Parachain, or building on Polkadot, should connect to Rococo.
Polkadot has a different infrastructure than what legacy blockchains offer. Builders can build infrastructure, pallets, d(u)apps and parachains, so Rococo aims to be the place where all these builders come to test their builds. For that, it has all the features available on both Kusama and Polkadot (like HRMP and XCM), and even some experimental features, like Beefy.
How to connect to Rococo
Rococo has a special pallet called
assigned_slots that works providing either long-lasting slots or short-lasting slots. As long as a team has a production network live (either Polkadot or Kusama), they will have a permanent slot on Rococo. This helps them build their ecosystems and fosters collaboration with other teams as well. On the other hand, if a team is not yet live, it will go to a pool of short-lasting slots, where at any moment in time 5 teams will be connected and they will onboard and offboard on a round-robin fashion.
To connect to Rococo, you can create an issue here. If you are aiming for a short-lasting slot, you need to register your wasm and genesis on chain, then open an issue and have the team connect you. Otherwise, if you are aiming for a long-lasting slot, you will need to create the issue directly so that the team can force you to a specific paraID.
Finally, as a remark, Westend is a network where releases are finally tested before being launched on a production network. It was previously used to onboard parachains just before them being registered as parathreads on either Kusama/Polkadot, but with Rococo this is not being used anymore.