Parenthesis are for "taking a small detour from the current thought", either to add context or personal thoughts.

I use em-dash (written as "--" because I don't have an emdash key on my keyboard) as punctuation that sits between a semicolon and a period.

It depends on the goal of your writing. You can usually set off the same thought with a comma or a semicolon depending on sentence structure.

You can also just avoid the whole rigamarole and have a separate explanatory sentence.

Times change, good writers adapt.