If your material have an strong fluorescence, better to go for higher wavelengths to avoid fluorescence during Raman measurement. Otherwise better to go for shorter wavelengths since the shorter the wavelength, the higher the Raman signal intensity. Also choose a wavelength that you can find a high OD notch filter for it easily.
You can use excitation wavelength of 532 nm with a moderate power. However, there are also instances of using 830 nm. Similarly, spectra are also recorded at 514, 785 and 1064 nm.
I agree with previous answers from Sibasish Dutta and Rajib Biswas . It also depends on the materials you want to analyze, as well as the type of information you want to get, i.e. sensitivity or resolution.
If your material have an strong fluorescence, better to go for higher wavelengths to avoid fluorescence during Raman measurement. Otherwise better to go for shorter wavelengths since the shorter the wavelength, the higher the Raman signal intensity. Also choose a wavelength that you can find a high OD notch filter for it easily.