Which mail protocol to use for retrieving your emails depends on a number of factors.
If you intend on using your emails on multiple devices or computers IMAP is best suited. With IMAP your emails remain on the server. That means if your read an email it will show as 'read' when you access your emails on another device. IMAP is not suitable for slow internet connections or where an internet connections not continuous.
If you only require access to your email from a single computer or device POP3 should be considered. POP3 downloads all of your new emails from the server to your computer then deletes them from the server.
POP3 is great for when an internet connection is not available all the time or when speed is paramount.
Both protocols are supported by most email clients.