Mergesort is quicker when dealing with linked lists. This is because pointers can easily be changed when merging lists. It only requires one pass (O(n)) through the list.
Quicksort's in-place algorithm requires the movement (swapping) of data. While this can be very efficient for in-memory dataset, it can be much more expensive if your dataset doesn't fit in memory. The result would be lots of I/O.
These days, there is a lot of parallelization that occurs. Parallelizing Mergesort is simpler than Quicksort (in-place). If not using the in-place algorithm, then the space complexity for quicksort is O(n) which is the same are mergesort.
So, to generalize, quicksort is probably more effective for datasets that fit in memory. For stuff that's larger, it's better to use mergesort.
The other general time to use mergesort over quicksort is if the data is very similar (that is, not close to being uniform). Quicksort relies on using a pivot. In the case where all the values are the similar, quicksort hits a worst case of O(n^2). If the values of the data are very similar, then it's more likely that a poor pivot will be chosen leading to very unbalanced partitions leading to an O(n^2) runtime. The most straightforward example is if all the values in the list are the same.