OK, maybe I phrased that a bit wrong. There is no right or wrong in terms of depth of field. What I meant to say was 'how do you know the aperture you've chosen will give you the depth of field you want?' but that was a bit too long for a blog post title!
As I mentioned yesterday, I mostly use aperture priority because it lets me control my depth of field, which is very important for a lot of my images.
When I teach students I tell them to not get too caught up in the numbers. So don't fret about whether you need to take a shot at f8 or f11 because at the end of the day the pictures won't differ THAT much. You just need to keep in mind that a big aperture (small f number) will give you a shallow depth of field and a small aperture (large f number) will give you a big depth of field.
And for the most part that's a good thing to keep in mind. The concepts are more important than the actual numbers themselves but once you've got a handle on the concepts then you can really stretch your creative vision by precisely controlling your depth of field.
Take this image of a Buddha statue foundry in northern Thailand. Now if the background Buddhas were just a big blurry mess then the image would have lost all its meaning. You need to see that there's lots of them there so you need to see that the background is full of Buddhas. But if they're too sharp it takes your eye away from the main foreground Buddha too much. So there's a very fine line between a good depth of field and too blurry/too clear.
Now with digital cameras these days you can just take a photo look at the LCD and adjust from there, but there's a quicker way. Down the bottom of your lens mount you're likely to find a little button called a depth of field preview button.
Whenever you look through the viewfinder of your camera it's wide open to let as much light as possible in so you can see properly. In other words you're looking at the image with its shortest possible depth of field. Push the shutter button and the aperture closes down at the time of exposure and then opens up again. In other words your small aperture image will be completely different from what you see through the viewfinder.
So how can you see what your depth of field will look like at a small aperture? Push that button to find out. The first thing you'll notice is that the viewfinder goes really dark as the aperture closes down and less light comes through. Give your eye a moment to adjust and you'll notice that background objects will have magically come into focus. Try changing your aperture while holding the button down (if you're shooting Canon) and you'll notice the background get clearer and blurrier as you spin through the apertures. NB If you're shooting another brand of camera then you'll have to release your finger from the DOF preview button before changing apertures and then push it again.
The depth of field preview button is a great tool which I use all the time to make sure that I'm getting exactly the depth of field I want every single time.
Oh, and as a side note my wife makes sure I tell everybody that sees this picture that I copied it from her! She saw it first and I liked it. :)