How do I know what routing protocol I use?

I'm curious about the routing protocol I'm currently utilizing for my cryptocurrency transactions. Can you guide me through the process of identifying which one it is? Perhaps there's a specific tool or command I can use to check, or maybe it's something that's automatically determined by my wallet or exchange platform. Additionally, I'd appreciate any insights into why the choice of routing protocol matters, and how it might impact the speed, security, or cost of my transactions. Is there a best practice for selecting a routing protocol, or do different use cases call for different protocols?