Something I can never understand is when should I script something and when should it be animated? I am creating a flight game and I am unsure if the elevators, rudders of the plane should be animated so an animation plays when a key is pressed or should they be scripted so that they move when the player presses a key?

Scripting tends to give more direct and analog control, while animations are easier to deal with for complex motions (like a walk cycle or martial arts move). Airplane motions are simple and analog, so I would use scripting. You could set it up to have a hierarchy like:

Plane

- fuselage

- rudder pivot (empty)

-- rudder

- elevator left pivot (empty)

-- elevator left

- elevator right pivot (empty)

-- elevator right

And then you can just alter the rotation of the pivot objects as needed. It would also probably be possible to do it with animations by setting an additive blend layer for each movement, and combining them as needed, but I'm not as familiar with the workflow for that in Unity.