Up to you.
The fricative ("th" and "f") pronunciations are traditional in English-language Greek classrooms. In other words, if you're ever reading ancient Greek in a classroom setting, you probably won't cause any misunderstandings if you use this pronunciation.
There is also the advantage (at least for native English speakers) that it's easier to hear the difference between th and t than the difference between aspirated and unaspirated t, because we don't make this distinction in English. English words derived from Greek also generally use this pronunciation, so there may be some advantage in making it easier to recognize cognates.
Reasons why you might want to use the aspirated/unaspirated forms: because you want to get a better sense of what ancient Greek might actually have sounded like. It _is_ possible to learn to hear the differences, so ease in memorization isn't an absolute criteria here. Because you intend to be using your ancient Greek in a community where the standard pronunciation is aspirated/unaspirated. Because you want to better understand the sound changes that occur in some words in ancient Greek (the aspirated vs. unaspirated t or p are phonetically more closely related than t or p and the corresponding fricatives th and f, so using the traditional pronunciation might obscure this relationship).
What do I personally do? A mix.
I learned Greek using the pronunciation traditional in English-language classrooms. However, I also did Greek in Germany, where there's a different traditional pronunciation (using aspirated and unaspirated t in part because German doesn't have a th sound). And I got interested in the reconstructed pronunciation, so I've been gradually trying to train myself to use the aspirated forms along with various other features that are not part of the schoolroom pronunciation.
So you see, there's no absolute answer to this.
IPHIGENIE: Kann uns zum Vaterland die Fremde werden?
ARKAS: Und dir ist fremd das Vaterland geworden.
IPHIGENIE: Das ist's, warum mein blutend Herz nicht heilt.
(Goethe, Iphigenie auf Tauris)