It depends with what you're feeling comfortable with. High Jump Kick is pretty risky although it has an accuracy of 90 which I'm sure you can fix with an item.
On the other hand Close Combat is considered safer since it has 100 accuracy but in the long run can be risky as well since it can drop Defenses.
For Hitmonlee the physical defense drop shouldn't be much of a problem but he is tanky in the Sp Def. field.
It really depends the kind of battles you're going for. If your Hitmonlee should be taking hits or staying for a long time go with High Jump Kick (or heck maybe even like Power Up Punch, Brick Break, or Superpower) but if you plan on making it quick I'd say Close Combat!
Hope it helped!