The answer depends on the type of experiment. While these elements have several things in common, they have many differences as well, including (just to name a few), their atomic size (the atoms get bigger going down the chart), their density (helium is lighter than air, but argon is heavier than air), and their boiling points.

For some experiments, these differences may not matter, for example if you simply need a non-reactive gas. For other experiments, their differences may matter, and a scientist may even want to take advantage of those differences. For example, compressed liquid helium is commonly used in science because it is VERY cold, just 4 Kelvin. Neon, argon and the rest of the group 8 elements cannot get this cold when liquefied. Neon can be used for red light emission (like in neon signs), but helium cannot.