I need also to understand the technique and know when it is useful. I used to run CV for qualitative analysis of my analyte and then do amperometry. Now, because I can not get a stair case from my amperometry we decided to do DPV
CV is the best way to start in order to know the electrochemical process. You have to see if your species is electroactive, how many processes, reversibility (fast or slow electron transfer...), effect of pH, scan rate (to see if it is diffusion or adsorption controlled process)...
Then if you did all (or some) of these studies with one concentration you can do a calibration curve representing the signal (peak current) for different concentrations. The slope of the calibration curve is the sensitivity. Then, you can use different electrochemical techniques to improve the sensitivity, mainly DPV and square wave voltammetry (SWV, fast technique), especially if your process is reversible. You have to choose the parameters (initial and final potentials, amplitude of the potential pulses you apply, time of application and step potential) and just ...run the voltammograms!
As Dr. Teresa said, it is better to use CV first to study the overall electrochemical properties of your sample on the working electrode. She mentioned all the necessary issues which should be studied using CV.
But to build the calibration curve for different standard concentration, I recommend you to use DPV if your target is a qualitative study. This is because DPV has a much higher current sensitivity and better resolution than cyclic voltammetry for lower concentration (too diluted) solutions. DPV and SWV in general have better limit of detection (LOD) than CV.
Before building the calibration curve, you need to optimize parameters like DPV pulse amplitude and scan rate. Further, If the electrochemical reaction is governed predominantly by surface confined kinetics, the effects of accumulation time(s) and accumulation potential(mV) should also be optimized.