The solubility of alcohols in water decreases with increasing hydrocarbon chain length:

Ethanol and water can mix in all proportions because the water-ethanol hydrogen bonds are of a similar strength to water-water and ethanol-ethanol hydrogne bonds
London forces predominate between alcohol molecules as chain length increases → Decreasing solubility

Compounds that cannot form hydrogen bonds with water:

Non-polar molecules such as alkanes do not dissolve in water because the attraction between the alkane and water molecules is not strong enough to disrupt the hydrogen bonded system between the water molecules
Some polar molecules do not dissolve in water because they either do not form hydrogen bonds with water, or any hydrogen bonds which they do not form are much weaker than hydrogen bonds in water

In general, when choosing a solvent, think of the rule "Like dissolves like"

A non polar solvent will be most suitable for dissolving a non polar substance, or even a substance that has a substantial non-polar part to its molecule.