Some WADS like Bing have both a search engine and search partners. Choosing Search will show your ads on Bing only. Choosing Network will have your ads appear on their search partners, which at the time of this writing include Yahoo, AOL, Duck Duck Go and others.
I know from experience that Search converts better for most offers. That is my default setting and it’s usually the only one I use. But it really depends on the offer.
Things that converted higher when using both Search and Network were simple zip code or email submit type CPA offers. Others included getting leads for services and software downloads.
The search partners for Google and Bing can also be reached through a retargeting network. So if in doubt leave it out, especially to start, because you can always add the search partners and network, after an offer has proven to convert.
If you are not willing to risk the usual, you will have to settle for the ordinary.