I set them how I played them on location.
EM - 5 Ball
SS (Flash, Firepower, BK, EBD, Centaur) and later- 3 ball
I now set my Sterns to be no EBs so I can do better on location.
I will say that on the first game I bought (my first FirePower) I almost set to 5 ball but once I rolled it I was so glad I didn't and persevered.
It is your game so do what makes you happy. That one memorable game will come on 3 ball also though.