Hi,
the sonogashra coupling is more easy if you use an aryl iodide. reaction goes down from I>OTf>Br>>Cl. chloride compounds are quite unreactive, unless using specific palladium reagents, which are quite often expensive, no easy to make and somewhat sensitive.
usually the coupling is performed wit PdCl2(PPh3)2, becaue it's a stable solid. but you can have problem with some substrate to do the coupling with the acetylene, especially if the aryl halide substrate have some electron releasing substituants (ether, amines...). it can only work with the iodo compounds in some case.
another factor for iodo substrate is it can give better yields than the bromo one, due to the better reacticity (oxdative addition is facilitated with the iodo).
i hope this will helps