This will depend on the platform you will be playing on:
- Use XInput Mode as the preferred mode for compatibility with PC games and 3rd party console adapters
- Use PS4 Mode on PS4, and on PS4 games on PS5 systems
- Use PS3 Mode on PS3, and on PS4 with games that support legacy controllers
- Use Switch Mode on Nintendo Switch
- Use Keyboard Mode for MAME cabinets, PC rhythm games, etc.