\cdots and \dots, which one to use?

If you have to decide, decide between \ldots and \cdots which are the latex commands for low and centred dots, \dots is an amsmath command that tries to automatically make the choice for you and automatically switches between \ldots and \cdots depending on the following symbol.

As a general rule, use \cdots if the following thing is centered on the math axis, such as + or \rightarrow, and \ldots if it is punctuation such as . or ,

The best practices for dots, in my opinion, are those mentioned in The Art of LaTeX by Helin Gai. See page 69 of that document.

Note: I am not Helin Gai. :)