If the insert itself is already colored, I usually start with a warm white bulb and see if I’m happy with the color. If the colored insert isn’t producing the color I like or enough color, then I might add a matching colored bulb and it often adds to the color. Sometimes a colored bulb will change the look of your insert, so I try white first.
For white or clear inserts, I decide if I want to stay neutral with a white bulb, or possibly add color to the insert with a colored bulb. For example, if a pin features a clear/white insert for “light lock” or “lock,” I generally add a green bulb, because I associate green with the “light/lock” inserts on most games. Other games I add certain colors because for me, it may add to the theme.
It’s all personal choice, so whatever looks good to you. Just be sure your socket voltage (6.3v or whatever it happens to be) matches your bulbs. I once put a 6.3v bulb in a 13v socket on my X-men pin and it melted in 10-15 seconds. I caught it just in time and was able to remove the damaged bulb. The socket and game didn’t sustain damage, luckily!