This depends on the output level of your source. Remember, gain does NOT equal output power! If you feel you don't have enough play on the volume control, meaning you always listen at the beginning 1/4 or 1/3 of the volume control, then try the lower gain. Otherwise, leave it like it is.
My source is a Headroom UDAC with 2V output in Single ended.
The volume is a little loud in 1/4.
The Headphones you are going to use LCD-2 and Sennheiser HD 650.
The high gain is 16dB and gain Medium is 10dB.
Do you think the high gain, and the volume is already a bit high at 1/4 volume, may result in some distortion?