That depends entirely what you are doing with the images you save and output with the camera. If you are saving in Raw format and then using Photoshop to produce the best quality prints possible, to be consistent with that purpose set the camera to the Adobe RGB colorspace.

Thanks! I'll try that for now. I've been doing some reading about the difference and it seems like Adobe RGB has a bigger color spectrum than sRGB but, if I'm not mistaken, sRGB is what printing companies prefer. Thanks again. Scott

Doesn't matter what the printing companies ask for. You should capture the most colors you can and then in your work flow, convert to the color space needed for printing. But make sure to archive the original.