Picture controls, or "styles" as Canon calls them, are simply presets for converting RAW to JPG in camera. Anytime you're using a preset anything, you sacrifice creative control to the algorithms in the camera.
Therefore, you're best off setting the control to "Faithful" or whatever Nikon's equivalent is (i.e. no changes), and shooting in RAW. The RAW files will allow you to make any kind of picture control adjustments you want after the shot, and it will also let you manually tweak these settings on your PC to much better result. The reason for choosing faithful is that the histograms generated in camera are dependant upon the picture control chosen, and the most accurate histogram is generated from the data which most resembles the RAW file.