For most percolator type coffee pots, a coarse ground coffee will give you the best flavor -- there is such a thing as too much coffee being extracted which can happen with a finer grind.
For a French Press coffee maker, try a medium grind, and experiment toward fine grind.
A drip coffee pot may expect medium ground coffee and not extract enough with a coarse grind. You might find a bit finer than medium grind will suit your pallate.
For espresso coffee, fine is what should work the best.