In my experience (it's not as vast as i want it to be) i use a pfx file when configuring the https binding on an IIS server (since this contains both the public and the private key, you are fine with just that file), a cer file is just the public portion of the key pair (most of the times) and you need to use it in conjunction with a .key file when configuring the ssl traffic on an nginx or apache server,
As far as i understand there are no more hard reasons to use one or the other,
