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That depends on:
>Team composition and weaknesses of other members.
>Your tier (if Smogonfag).
Purely off the top of my head, I'd order the list Fire Punch > SE > Thunder Punch.
You'll hit just about everything with your first three moves. Thunder Punch helps against Water types, notably Keldeo, but leaves you helpless against Ground types and things that resist. But you'll be hitting nearly every Water type for neutral damage with your other attacking options any way.
Stone Edge is always a great attacking option, although is kind of redundant. It'll crush Bug/Flying types that switch into predicted CCs, and has high BP in general. It's a safe choice that his a lot of things neutrally and can land clutch kills. (Like boosted Sigilyph.)
Fire Punch is a solid choice. It'll kill the Steel/Bugs and Steel/Grass guys in one shot, but doesn't help you in a lot of other ways. FF mons and bulky Waters are hard counters if you mis-predict. (I'd personally go with Fire Punch.)
From an overall perspective, Hitmonchan doesn't have the sheer wallbreaking, OHKO-ing power that you need in order to rely on a core group of moves. You need to prepare for the situational opportunities where you can land huge SE moves. That's why I'm leaning towards Fire Punch.