hi!
it depends on your data and the type of operation u r doing.
If u need to calculate a value for all the rows or for the maximum rows coming out of the source then go for a connected lookup.
Or,if it is not so then go for unconnectd lookup.
Specially in conditional case like,
we have to get value for a field 'customer' from order tabel or from customer_data table,on the basis of following rule:
If customer_name is null then ,customer=customer_data.ustomer_Id
otherwise
customer=order.customer_name.
so in this case we will go for unconnected lookup