http://wiki.alliedmods.net/Commands_...eMod_Scripting)
I'm not an expert on this subject, but I think this is the hierarchy:
Plugin_Continue
Plugin_Changed
Plugin_Handled
Plugin_Stop
You can return Plugin_ values in functions that are declared with an Action: tag (typically, events and timers). If you want to do stuff and then have other plugins and the game logic to carry on normally, use Plugin_Continue. Otherwise, you would use Plugin_Handled or Plugin_Stop to block further actions in that event from being taken, but from my experience how and if those actions are stopped depends on the event and on the plugins.
Repeating timers also use these return values, to continue iterating a repeating timer, return Plugin_Continue, otherwise use Plugin_Stop from within the timer callback to stop it from repeating.
Oh and Plugin_Changed is used if you modified an event and want it to continue normally, but with the modified values. For instance, if you use SetEventInt("canbuy", 0) on an enter_buyzone event hook.
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