Amperage vs voltage

We've all learnt about their differences, amps are for current and voltage are for potential difference. They are proportional with resistance and all that.

I'm confused by their purpose. What are the effects of a high current compared to a high voltage?

In those pylons, they have a high voltage to reduce current and resistance, and waste less energy, I think. But if they are all linked in v=a*r, how does that work? How do you get a high voltage and low current, and vice versa?

And another thing. Some devices are current-dependent, and others voltage. Why? What factor decides that? I think a laser diode is current-dependent, so how does voltage affect its performance?

Tasers on the other hand are more voltage based, having lots of that and just a few milliamps of current. Why does this device need more voltage? This leads to another question. Why do danger signs say "high voltage" when the current is the killer? If the voltage is really so dangerous, a taser can have up to 50000 V, so...?