For me it depends on the atty and how low I wrap my coils... I usually wrap dual 24ga that end up around .35 ohms or so. For those I want a lot of juice flow so I make them macro coils. When I'm building for a regulated mod at higher ohms, I make them micro coils. The only nano coils I guess would be when I was rebuilding Kanger heads... But I'm more about juice flow with hotter coils so I like "em big.
[EDIT] Also, when I'm building a smaller atty like an Atomic, I do a stovetop instead of micro or nano just to get more juice in contact with the coil.