It’s really dependent on what you’re trying to do. My rule of thumb is that if the merge “means something” I use the --no-ff option. When the merge doesn’t really mean anything and you might have used a rebase there’s no reason to use --no-ff.
The thing with git is that it’s a very powerful tool, and you can use it in many ways – most of which are not wrong. Asking what’s the “right way” to do it is like asking what’s the right way to paint a picture.
At least for me it’s an evolving set of ways I like to do it, with frequent discussions in the team of how we want to collaborate on the code – from this we try to derive a kind of “how it’s done here” standard, but it’s just our way of doing it.