It really depends on the type of dog you have, and in particular the length of the fur. For long haired dog, choose the softer brushes, and make sure you brush frequently. For the shorter haired ones the stiffer (even metal) brushes are fine, and you can do this less often.
Some dogs love being groomed, and some hate it, so try to make sure you always do this as a fun activity, when you have the time to play and fondle the dog as you go along. This way chances are brushing will be considered an OK thing to do, and the dog will be more cooperative.