There's no definitive answer on this one—it's a personal choice based on your overall blog strategy. If you want to attract the (most often) largest possible audience on broadly understood topics, then use this keyword research tool on its default settings, which will show you search data for the United States.
If on the other hand, you're pursuing a strategy that involves speaking to a more country-specific or localized audience of readers, then you should definitely filter the search data to see results for your own country. For example, if you're hoping to attract a local audience that's interested in fun things to do in your area—without concern for tourism—then filtering down to your country-level search data will give you the most accurate picture of which topics are most searched by the people around you.