Each of those spectral regions involve electromagnetic waves (photons) at a range of frequencies, and it is that which determines how they are generated, how they interact with matter (i.e. Particles with charge, one by one or in various groupings and configurations like atoms, molecules, bulk material composed of different molecules, different temperatures, different phases etc), and thus the use we can make of them.
Radio waves are generated by transistors but also vacuum tubes and other devices, and also natural phenomena like lightning and astrophysical phenomena. The freq range from a few kilohertz to about 1-2 GHz Does not Get absorbed much by the things in our environments too much and therefore can travel longer distances useful for communications. Lower freq diffract around our normal objects (trees, people, houses, etc) and thus propagate with less attenuation, but do exhibit other issues like multipath. It is all relative to sizes and the propagating environment. Freqs above 20 GHz get absorbed a lot by water vapor and rain, and so at 20/30 GHz used for eg satellite TV (eg direcTV) you can loose the link on heavy rain.
There is a lot more to selecting the best freq for anything, involving those kinds of interactions, and other factors such as available bandwidth and technology to see them and process them. For astrophysical observations they each are caused by different physical processes and energies. For wireless comms and radars and remote sensing you have to take all those into account.
And yes, the freq which is proportional to the photon energy is what mostly determines if the interactions with the molecules in our bodies will affect or destroy those molecules, and thus be dangerous. The higher freqs like x rays do some damage that's why you want to limit how many x rays you take, and gamma rays which are higher freq (and more energetic, often from nuclear or subnuclear processes) are the most destructive.
BTW, normal electricity in household AC is usually at 60 Hz, too low a freq to radiate anything at all unless you build a humongous antenna. So they only thing that can kill you is then the current flowing through you if you stick your fingers in the socket.