gen_fsm is a neat implementation of finite state machine, you cane do roughly the same thing that you do with a gen_server, and in addition manage easily the different states of your application (for example in a game server select a level, a table, modify player attribute, play, save, restore...).
gen-event is an easy way to dispach event, your application send all event to the gen_event knowing nothing about potential usage, and you dynamically add and delete handlers, with different behavior (log in file, in a database, display information in graphical interface...). I have used this to have a graphical view of the processes state and communication of my application, and file log for performance analysis.