Depends entirely on your wildlife, how well you track it, how good the autofocus system is, etc. On my D200 I try using the centre 5 point, on a D300 I let it pick any point assuming the background is featureless enough to make sure that the camera knows not to focus on that.
Really the right way to do it is to go out, use them both, and get a feel for what they do. Then either use whichever works best for the situation, or whichever you're best at using.