Usually a good nature is determined by what stats you want to focus on. For example, you might want a Jolly or Adamant nature for a Dragonite. That's because You usually won't be teaching Dragonite special moves because it's attack stat is so high, so it's special attack won't matter so a nature that raises the stats focused on, attack and speed. However, you probably don't want a Lonely nature because Dragonite usually relies on setting up a DD, so it want good defenses.
If it's for a defensive Pokemon, what matters is the defenses, so you obviously want a defense raising nature. For example, on a Ferrothorn the ideal nature for a standard set (No Gyro Ball) would be Impish, because it will only be using physical moves. And Ferro is a mixed wall, so you won't want to lower it's special defense either.
So basically, it depends on which stats matter on the Pokemon, and which ones don't.
Hope I helped! :)