In most cases, you can leave it as "Any processor." I personally change it only when there is a clear need, for example,
- If you have unmanaged links that do not work well with x64.
- When you compile a DLL, you want to use a specific architecture instead of inheriting the boot process.
- When you know that your program will need a lot of memory and you want to use x64.
- You make direct calls to the x64 Windows API.