I've been using the REST api in designer workflows quite a lot for the last few years, it enables a lot of interesting usecases, but it is quite poorly documented.
You don't mention what you're trying to do, so I'll just start out with a simple one: Fetching items from a list.
First off workflows can't handle anything but JSON, so start by creating a dictionary with the following two entries:
Name = Accept
Type = String
Value = application/json;odata=verbose
and
Name = Content-Type
Type = String
Value = application/json;odata=verbose
To get items from a list use this endpoint:
_api/web/lists(guid'[Enter guid of the list here]'/items
There is also an endpoint to grab it by title of the list, but it's prone to error if the user decides to change the name so I only uses the guid.
Add a http call, enter the site url + the endpoint. Keep http method = GET. Now here's the tricky part one could easily forget.
Right click the http action line and choose properties. Here you need to set the request headers to the variable you created in the very beginning.
And your done - but wait you wanted to do something with the items right? Ok then you have to create a dictionary for the response to be placed (Simply click the link next to response content). Now you have all items in the list and can do your magic from here.
The easiest way I know of to get the actual items is to get the inner array of items by key - in this case the key is d/results
Now you can loop the array and go from there. Getting the ID from the items by key would look like this: (0)/ID
for the first position in the array.
On the subject of using rest or build in, I would strongly recommend using the build in whenever possible, it's less prone to errors from users. Also keep in mind a failed rest call will NOT suspend the workflow - in orther words ALL error handling you need to take care of yourself. This can be a good and a bad thing depending on your situation.
Feel free to reach out if anything is unclear or if you have a specific question regarding the REST api.