Well a Modest Nature is pretty good for a Cyndaquil, seeing how it raises it's Special Attack and lowers it's Attack.
Anyway, Natures help when training a Pokemon. They give an extra 10%(I believe) in the stat to a Pokemon. So if you want a Power-House Slaking, then Adamant is for you(+Attack/-Special Attack).
Whatever you feel your Pokemon should excel at, without giving up a valuable stat, then that Nature is for you.