Well, if you're used to an object returning database results, you'd want it FETCH_OBJECT.
If you're used to using mysql_fetch_array, you'd want FETCH_ASSOC or FETCH_ARRAY, depending on your goal.
For those used to grabbing everything from the db, they want FETCH_LAZY to make things faster.
There are more. Alot more.
But each are suited to a different situation.
A car company is going to be useless if they only sell cars suited for people under 4ft high.