How to style?

Nowadays, we have a bunch of approaches that we can take to style our applications, like: pure CSS, pre-processors, CSS Modules, utilities, component UI’s, CSS in JS and for some of them, we have another bunch of libraries that we can choose as well. Sometimes we can get lost in the middle of them trying to find the better one for our needs. What do you take into consideration when choosing an approach to style? Do you think that some use cases fit better in one approach than in another? Is there a particular approach that you believe is ahead of the rest? Or do you prefer? So, how to style?