I'm currently teaching Statistics for Civil Engineerings and I would like to know if there is something different from the KS test that is worth to show to my students
Yes I've already taught chi-square test. Shapitro-Wilk is used to test the normality of a distribution, but I'm looking for general purpose tests, like Kolmogorov-Smirnov and Anderson-Darling tests
better??? any test is better or worse!, conditions must be met to apply one or the other, for example KS has 2 modes, one for a sample, one for samples from different populations.
Goodness of Fit Test. Shapiro Wilk already mentioned, but works best with small samples. graphic evidence as P-P and Q-Q PLOT
Henze-Zirkler? But I'm not sure if HZ can and is modified for general purpose tests. At least for normaliy, it has (often) larger power than other tests.
Chi-square and KS would be the main contenders - especially if it is to fill an engineers toolbox. The wikipedia page for Anderson-Darling lists other alternatives.
TO: Carlos Alejandro: There is also the Cramer-von Mises ggodness-of-fit test. See page 306 of W. J. Conover (1971) "Practical Nonparametric Statistics". You do not find it in Conover's (1999) 3rd edition. It has been discussed in Cramer (1928), von Mises (1931), Smirnov (1936), ans Darling (1957). I like all Cramer-von Mises tests.