"Pentode" means that an extra grid in the output tube is being fed with a signal taken directly from the transformer secondary winding. This is "corrective" (negative) feedback for distortion generated by the output transformer. This is why the amp can deliver more power before distortion becomes excessive.
If you do not listen very loud, and your speakers are efficient, the power delivered in triode mode will be sufficient. Distortion will be higher than the same power in pentode mode, but the harmonics generated by tube amps are not unpleasant, and you may actually prefer the distorted sound.
So, the "best" mode probably depends on the kind of music you are listening to, and how loud you want to play it. Feel free to switch back and forth.