Really, whatever works for you.
Bigger farms prefer the 5x6 bales, most effient for twine/wrap use and handling volume most quickly.
Some states you need to sitck with a 4 foot wide bale to keep within the 8 foot wide rule for transporting very far.
This makes a 4x6 baler popular now, as you can make smaller bales - 4x4 - for those who have mallaer tractors to move them around, but can make a bigger baler for better efficiency - 4x6, and still fit on semis for hauling.
But, whatever fits your needs and equipment.
--->Paul