Caitlyn has a very strong lane presence, and can harass the enemy adc heavily with her huge AA range. Her traps also make brush control very easy too, and lining up a stun-trap combo with supports like taric usually means a sure kill, or at least a blown flash. However, her lack of damage steriods means she doesn't scale that well into late game unless fed. Her traps and net however give her two possible peel/escape mechanisms, so she can get out of bad fights if necessary.
Kog is a late game monster. He can tear apart anyone, adc or tank alike, once he hits full build. His W gives him huge range while active, allowing him to farm better if under pressure, or harrass his lane opponents. A fed Kog will rip enemy teams apart. His ult also provides a very strong, long range poke (longest spammable poke in the game). However, he lacks any form of escape, save for the AoE slow from his E, and is very squishy. So unless your team can keep the enemy AP carry and assassins off your arse, you're dead meat. Unfortunately, all too often your team wont realise this in solo queue, and you'll get comboed down before you get to live up to your potential. Duo queueing with a good CC champion is your best bet here. If Kog lives through a fight, the other team usually won't (unless fed).
As Ed said, the 'holy trinity' are often considered the best picks for solo queue, due to their combination of strong damage, high poke potential, high mobility and escapes. They are not as dependent on your teammates, and hence your performance is governed more by your own skill than that of your teammates (though you still need them to not derp around). Of the three, I'd recommend graves or ezreal, since Corki's short attack range can take some getting used to.