section beam

shows a bridge with oval-section beams over the River Tamar, in Cornwall, designed by Isambard Kingdom Brunel.

I'm not sure that this is true; I have seen more W sections than the other types.

Generally, the best way to achieve high strength in a beam is to use high depth of the beam. "I" shapes do this, but sometimes the vertical space is limited, so you need a shallower but heavier beam (W, box, rectangular tube, etc.) Study up especially on section modulus and moment of inertia properties of the various shapes and sizes.

It is an economical aspect:

an I beam profile offers for bending the lowest specific weight for a given W (bending module) and can be also used for traction.

the profile is symmetric and is light to mill so that economy of weight + reduced cost/kg.

If loads are compressive then a circular or oval section are more economical. However in many cases due to prices /kg profiles build from 2 I beams welded together are preferred.

For instance a I-100 DIN profile has a ration Wx/G= 410.07 cm^3/kg G[kg/cm]

A rectangular section with same weight/cm and same hight has a ratio of only 21.23 cm^3/kg which shows the I as being 19.3 x more interesting.