Auto, 4-Wheel-High, 4-Wheel-Low... Which is best?

when its in auto it will only kick in if tires start to slip. when you have it in 4wd its in all the time. 4lo send same amount of power to wheels with a lower gear. they say in older trucks and suvs (the ones you have to pull the lever back on the floor) that if not done right you can ruin the transmission and it only takes one time. ive used 4lo only a hand a full of times and i was either pulling out a stump at camp or pulling something really heavy which 4lo is good for.