Your sub, are you using EQ1 or EQ2? Sealed, 1 port open, 2 ports open? Your receiver, are you using Dynamic EQ? Reference level offset? Are Dynamic Volume or Audyssey LFC on or off?
I don't know if there's a big difference, but I just use "stereo" for music and either Dolby or DTS for 5.1 content. I never use "auto", not that I'm sure it would make a difference. It's just what I use. I pretty much never use direct unless I do it just to remind me how much better "stereo" sounds.