My default is to try to use the same primer that was used in development of the load. If not by brand, at least by category of magnum or standard.
I also heed the recommendations of the primer manufacturer and avoid using Remington 1 1/2 primers in 357 mag, 357 Sig, and 40 S&W cartridges. If they take the time to print it right on the side of the carton, I accept it.