I have favorite fusible interfacings on hand all the time for most projects, but sometimes have to purchase a special interfacing.  For light and sheer weight fabrics, you should use a very light interfacing that will allow the fabric to retain its drape.  For medium weight fabrics (most cottons, dress, and suit weights) use a medium knit, woven, or non-woven.  For heavier coat-weights, use an interfacing specified for those weights.  Some garments might even need a sew-in interfacing - let your pattern instructions guide you when there is not really a choice.