Your question is too general, I'm afraid. The choice of appropriate method depends strongly on the particular system of interest and properties you're interested in. Unfortunately there's no "golden key" as every of this methods has its disadvantages and limitations hidden (in a nutshell) e.g. behind the physics and mathematics used to approach, develop and implement it.
If you make your inquiry more detailed I'm sure there'll be a good opportunity to provide a more satisfactory answer.
Dear Bartłomiej thanks for your answer. As an example: Which one of the upper DFT methods is nearest to the experimental results in bond length and energy gap of semiconductors?
Dear Mudar Ahmed Abdulsattar. For semiconductors calculations B3LYP is the best choice among the hybrid functionals for produces ground state energy surfaces and significantly improve energy gaps, as well as to predict the magnetic coupling constants for a variety of materials.
The papers below may help you in this choice:
J. Muscat, A. Wander and N. M. Harrison, Chem. Phys. Lett., 2001, 342, 397-401.