It depends on if you are using the parallel port, or a motion controller.
IF you are using a motion controller, the best version is the one that the motion controller developer was using when they developed their plugin, as plugins can work differently, with different versions.
Generally, .062 is probably the best version to start with. When anyone using .066 has an issue, the first thing they should do is go back to .062.
All the different version of Mach3 have various bugs and "issues". And many people find that some versions work better for them, while other versions work better for others.
Personally, I've been using 3.042.020 for years now. With Mach3, if you have a working system, it's best to not upgrade, unless you need a specific feature that only works in a different version.