Understanding species distributions and the factors limiting them is an important topic in ecology and conservation, including in nature reserve selection and predicting climate change impacts. While Species Distribution Models (SDM) are the main tool used for these purposes, choosing the best SDM algorithm is not straightforward as these are plentiful and can be applied in many different ways. SDM are used mainly to gain insight in 1) overall species distributions, 2) their past-present-future probability of occurrence and/or 3) to understand their ecological niche limits (also referred to as ecological niche modelling). The fact that these three aims may require different models and outputs is, however, rarely considered and has not been evaluated consistently. Here we use data from a systematically sampled set of species occurrences to specifically test the performance of Species Distribution Models across several commonly used algorithms. Species range in distribution patterns from rare to common and from local to widespread. We compare overall model fit (representing species distribution), the accuracy of the predictions at multiple spatial scales, and the consistency in selection of environmental correlations all across multiple modelling runs. As expected, the choice of modelling algorithm determines model outcome. However, model quality depends not only on the algorithm, but also on the measure of model fit used and the scale at which it is used. Although model fit was higher for the consensus approach and Maxent, Maxent and GAM models were more consistent in estimating local occurrence, while RF and GBM showed higher consistency in environmental variables selection. Model outcomes diverged more for narrowly distributed species than for widespread species. We suggest that matching study aims with modelling approach is essential in Species Distribution Models, and provide suggestions how to do this for different modelling aims and species' data characteristics (i.e. sample size, spatial distribution).