In general:
If you're doing huge bulk sequential reads/writes (as in, say, video editing), you want the biggest stripe size possible. This minimizes seek delays and generally allows slightly higher throughput.
If you know that the application(s) you are using are built to do small aligned reads/writes (database software frequently does this), you should try to size the striping such that most operations will fit into a single stripe. So if your app spends all day reading and writing aligned 4K records, a 4K stripe size would probably be best.
If you don't fit into one of those cases, stick with the default (usually 32K or 64K). Extremely large or small stripes may cause worse performance for some workloads, whereas a size somewhere in the middle is unlikely to be too bad If you want to tune it, you'll either need software to profile your disk accesses, or you can do as suggested above and test it with multiple stripe sizes.