As a general rule of thumb, I follow the standard weekly cycle, but on major feasts or during certain liturgical seasons, I will use the mysteries that best reflect that day / season.
For example, let’s say Christmas fell on a Friday. I personally think it rather odd to pray the Sorrowful Mysteries on the most joyful feast of Christmas! I’ll always pray the Joyful Mysteries on Christmas. On the feast of the Baptism of the Lord, I’ll always pray the Luminous Mysteries. On the feast of the Annunciation, the Joyful…on the Exaltation of the Cross, the Sorrowful…on Our Lady of Sorrows, the Sorrowful, etc. etc.
During all of Lent I pray the Sorrowful, and for the entire Easter season I pray the Glorious.