It depends on a number of factors - such as allergies, dietary requirements, how it is intended to be used, and just personal taste.
Full fat is good for babies or those being weened, because it provides the extra calories and nutrients to build up their immune system.
Skimmed is a good choice if you are on a diet, but a lot of people can't stand the taste, so use semi-skimmed instead. Semi-skimmed works well for creamy puddings without being overly indulgent.
If you are lactose intolerant, there are plenty of non dairy options such as almond or hazelnut milk. Despite coming from nuts, they are very low in fat and quite low calorie depending on which brand you get. I use Alpro almond milk. If you have a nut allergy, soya or rice milk are equally good alternatives.