Depends on the situation, stabbing Pain in the face would work but stabbing someone in the torso isn't a certain quick kill. Rasengan does plenty of internal damage too which makes sure most people would die from a direct hit. Chidori produces a clean stab, and paralyses the target, produces more penetration. The gentle fist techniques also do internal damage, making it harder to retaliate.
In short it is the added effects of these techniques that are useful but if you going to hit someone somewhere where it would be a one hit kill anyway, a kunai works just as well.