Generally at lowest setting. In woods at 3. If I'm hunting field then 5. I learned (read it somewhere 30 years ago) when I first started shooting rifle that it is easier to maintain steady hold at lower magnification. If you are dialed in too high, you see more movement of the crosshairs and try to compensate and actually make yourself more unsteady. So I've always followed that and taught my daughter to shoot that way. Rarely ever does my scope get set to 9. When I'm sighting in at 100 yards at the range I set it to 5 or 6.
Yep great point and another benefit I failed to mention. Low magnification hides the shake and allows the shooter to get a steady aim and not fight the reticle.