Adjustable nozzles are very handy when you want to adjust the spray angle on a regular basis.  Most small electric "hobby" residential pressure washers have this style of nozzle as part of the wand assembly.

Adjustable nozzles work by pushing the water stream through a zero degree opening then past two plates.  By turning the nozzle clockwise or counterclockwise these plates come together or move apart, thus spreading the zero degree stream to a fan shape.  While not as precise as a fixed degree nozzle the fan shape is infinite.  One thing to be careful of is damaging the plates.  Hitting the plates on the ground or wall will damage them causing the stream to go wonky. (is that even a word).

Another feature of the adjustable nozzle is pressure adjustment.  Most have a push/pull setting from full pressure to low pressure, which activates the high pressure soap injector.

Adjustable nozzles do not work too well when used with a quick connector.  The problem is that when turning the nozzle the whole unit turns in the connector socket, rather than adjusting the plate spread. When under pressure the nozzle is tight in the socket and can be adjusted.  But, you have to have a long arm and be careful when adjusting.  It's best to be safe and screw the adjustable nozzle directly to the end of the lance on the wand assembly.