The larger the grid you select, the more data points your Map Scan uses, which means you get more detailed data and more accurate ARP and ATRP scores.
In general, it's always better to use more data points, but each data point you use also adds to the cost of your Map Scan, which is why you may sometimes choose to use smaller grids, depending on your budget and the number of locations you want to run scans for.
For example, Map Scans using 11 x 11 grids offer a good balance between detail of data and cost, which is why this is one of the most popular Grid Sizes among Local Falcon users, especially those running lots of scans for multiple locations.