What is the usefulness of NMTOKEN and NMTOKENS types?

NMTOKEN and NMTOKENS exist in XML Schema only for compatibility with DTDs, the predecessor of XML Schema, which had those as attributes types. DTD has few other types so those don't stand out as redundant there.

So use NMTOKEN and NMTOKENS when you're converting a DTD to an XML Schema.

Addendum: Those and other all caps types fall into the same category. They are marked in the XML Schema Rec with the text, "For compatibility NMTOKEN should be used only on attributes."

If they exactly fit your needs, it might be easiest to use just them, but the XML Schema way is to derive from xs:string or xs:token and constrain as needed with a pattern facet. Or, more commonly in my experience, use xs:string or xs:token as-is and call it close enough.