Too big a category to answer most of those questions. There is SUCH a wide variety of 'gaited breeds', from pasos to ASBs to icelandic ponies to standardbreds (and of course many others too). Some non-w-t-c gaits are correct-right-out-of-the-box "natural" (at least when the horse is at liberty or is ridden very very well); others exist in some form naturally but need heavy, heavy training, often with various appliances on the horse, to get the horse doing them in the manner that is publicly displayed.
(And of course this is true *within* a gait too -- like, there is a big difference between the natural running walk that some horses will offer, versus the showring thing that big lick TWHs do. Many other examples as well)
You can't as far as I know train in a gait that the horse does not have inborn in him, though (or at least a very similar gait inborn). For instance, you cannot reasonably expect to take a nongaited w-t-c thoroughbred and teach it to pace. Whereas many standardbreds come out of the womb with the natural tendency to pace instead of trotting sometimes. Some of them are such strong natural pacers that they can be fitted up and raced 'as is', others need training or equipment to strengthen the tendency to pace rather than trot and to discourage them from breaking. But STB pacers canNOT necessarily do, or learn, other funky gaits (some *do* display other gaits, of course, but mostly not IME)
With the question about effort, again, it depends. Some gaits are pretty efficient (fast, ground-covering, not too much energy expenditure); many are not, especially the high-stepping showring versions. You can pretty much tell by looking which is which LOL -- a TWH or MFT on the trail just looks a whole lot different than a Paso Fino stompin' bugs in a show
In terms of disciplines, it depends what you mean "used for". Like, competing internationally, or just recreational riding, or local shows, or what? Basically any horse that can't be counted on to stay in a pure w-t-c is a liability in standard hunter or dressage classes (and I would *think* in local-show open western classes too, but I dunno), and in some driving classes. You're not barred from entering them or anything, but if you start doing a running walk in your circle at E, the judge isn't going to be impressed
The way most gaited horses are constructed does not lend them to be fast gallopers or talented jumpers, although some particular individuals can be quite reasonably competitive, especially at the local-show level. They tend not to excel at the serious levels of endurance, mostly because just *nuthin'* reliably does endurance better than an Ay-rab
but some of them do fine in competitive trail riding. And of course they can compete in their own breed shows, or if your local shows offer open park-horse pleasure type classes and that sort of thing.
Personally I am not into gaited horses, but only because a) I've spent my whole life doing disciplines where you require a *pure* w-t-c and nothing else, and gaited horses are usually not as well suited for dressage or jumping or galloping; and b) it's just not what I "imprinted on" in terms of how a horse should feel under your butt
These are comments about ME, though, not about gaited breeds. And I have ridden TWHs and a MFT and a few gaited ASBs on the trail and although I could not tell you what the heck gaits they were doing, it sure wasn't walk trot or canter yet once you got used to it it was fairly comfy and efficient. So I think if you were to rewind my life and stick more gaited horses under my saddle parts starting when I was a teenager, I'd probably like at least some of them pretty well
JMHO,
Pat
