Immediate mode is especially useful when moving points or adding and extruding polygon components. The stack does not fill up with a large number of operators, and therefore, scenes are smaller and quicker to update.
Whenever you apply an operator in immediate mode, its property editor opens with OK and Cancel buttons. Make all the changes you want before clicking OK to confirm that you are satisfied with the results. If you are editing multiple objects (for example, if you select several objects and choose Deform Twist), the same values are applied to all objects.
If you want to be able to replay commands from the history, don't use immediate mode. When you get a primitive or apply an operator in immediate mode, the corresponding property editor opens with OK and Cancel buttons. If you change a parameter value while the property editor is open, no SetValue command is logged.