If you have a passport for the country you are entering you should always use that passport. In a nutshell, if you're a citizen of a country they have to let you in, so any possible issues at the border are minimized. It reduces all the "why are you visiting / how long are you staying / blah blah blah" questions and becomes a matter of 'welcome home.'

I hold dual Canadian and UK passports, and I once tried to enter the UK on my Canadian passport. I was getting a serious grilling until I produced my UK passport, at which point the officer said "You should have presented that in the first place!" and waved me through.