You could cast your array into a sequence.
val s: Seq[Int] = Array(1,2,3,4)
The array will be implicitly converted to a WrappedArray. And as the type is Seq, update operations will no longer be available.
So, let's first make a distinction between interface and class. The interface is an API design, while the class is the implementation of such API.
The interfaces in Scala have the same name and different package to distinguish with regards to immutability: Seq, immutable.Seq, mutable.Seq.
The classes, on the other hand, usually don't share a name. A List is an immutable sequence, while a ListBuffer is a mutable sequence. There are exceptions, like HashSet, but that's just a coincidence with regards to implementation.
Now, and Array is not part of Scala's collection, being a Java class, but its wrapper WrappedArray shows clearly where it would show up: as a mutable class.
The interface implemented by WrappedArray is IndexedSeq, which exists are both mutable and immutable traits.
The immutable.IndexedSeq has a few implementing classes, including the WrappedString. The general use class implementing it, however, is the Vector. That class occupies the same position an Array class would occupy in the mutable side.
Now, there's no more complexity in using a Vector than using an Array, so I don't know why you call it complicated.
Perhaps you think it does too much internally, in which case you'd be wrong. All well designed immutable classes are persistent, because using an immutable collection means creating new copies of it, so they have to be optimized for that, which is exactly what Vector does.
Depends what you need.
DoubleLinkedList is a linked list which allows you to traverse back-and-forth through the list of nodes. Use its prev and next references to go to the previous or the next node, respectively.
LinkedList is a singly linked list, so there are not prev pointers - if you only traverse to the next element of the list all the time, this is what you need.
EDIT: Note that the two above are meant to be used internally as building blocks for more complicated list structures like MutableLists which support efficient append, and mutable.Queues.
The two collections above both have linear-time append operations.
ListBuffer is a buffer class. Although it is backed by a singly linked list data structure, it does not expose the next pointer to the client, so you can only traverse it using iterators and the foreach.
Its main use is, however, as a buffer and an immutable list builder - you append elements to it via +=, and when you call result, you very efficiently get back a functional immutable.List. Unlike mutable and immutable lists, both append and prepend operations are constant-time - you can append at the end via += very efficiently.
MutableList is used internally, you usually do not use it unless you plan to implement a custom collection class based on the singly linked list data structure. Mutable queues, for example, inherit this class. MutableList class also has an efficient constant-time append operation, because it maintains a reference to the last node in the list.
The documentation's Concrete Mutable Collection Classes page (or the one for 2.12) has an overview of mutable list classes, including explanations on when to use which one.