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Manual if you're thinking about the light and used to exposing in this mode, and you're shooting in a situation where the light doesn't change quickly or unpredictably.
Program if you'll be fine with whatever the camera's meter says and you've already set parameters for the programmed exposures (like minimum shutter speed, maximum ISO) or are familiar enough with it to predict its behavior. This is a good feature if you think about other stuff while shooting.
Aperture Priority or Shutter Priority if you're comfortable with Program Mode but want to force an exposure variable to be at a certain value at the moment of exposure.
Some cameras have a TAv mode, which treats ISO as the variable to change while shutter speed and aperture are set by the user. As sensor technology improves, this will be THE way to shoot, setting the amount of DoF and motion blur you want, and the camera will work out the rest, as opposed to having the range of exposure variables you can use being constrained by how much light there is to work with. Basically eating your cake and having it too.