Use VHF when the chart says to call on VHF and HF when the chart says to call on HF.
In all seriousness in most the world you use VHF, even on some Trans-Atlantic Routes (Blue Spruce Routes) you can maintain VHF communication the majority of the way. I've only used HF on trans-oceanic routes, over Darkest Africa, in the Canadian Arctic, over the Amazon, and over Siberia/Mongolia.
You will never use HF in a terminal area or in radar-controlled airspace, at least not in any of my experience.