Which diagram is most useful to show interaction between various systems(entities)?

If you interested to show only the structure of your system ( that represents only the entity/object with its relationships with other objects) --> you can use Class Diagram , Data Schema or Relational Data Base

But If you interested to show the behaviour as too as structure  of your system then you can use other modes like: sequence diagram , process diagram , activity diagram and so on 

sequance and communication diagrams

I guess the context diagram is the most powerful diagram, as you have freedom to add whatever shapes you like,3rd parties entities or even non-software entities, individuals, etc...

It gives space for a lot of creativity and covering the whole picture.

For samples, you can contact me on my email ()

the most useful diagram is Class Diagram