It ultimately depends on the Pokemon and how you want to use it in battle - there isn't one concrete nature for everything. But it's pretty straightforward for pure sweepers, for example, you want Adamant/Jolly on physical sweepers like Garchomp, and Modest/Timid on special sweepers like Tapu Koko.
On mixed attackers and walls, it gets a bit more complicated. For mixed attackers, I prefer to drop the lower defense stat because there's literally no point using it anyway. For example, my Greninja that has Gunk Shot has a Naive nature because its SpD is lower than its Def, but all I care about is the speed. As for walls, it depends on how the Pokemon wants to retaliate with attacks. If I had a Celesteela for example which I wanted to use as a special wall, but it has Heavy Slam, Leech Seed, Protect and Substitute, I would run a Careful nature because I don't want to decrease the power of Heavy Slam. However, if it's a Tangrowth for example that has both Knock Off and Giga Drain, then I would run a Sassy nature on it, because it's pretty slow anyway and it doesn't need any of its other stats removed.
TL;DR: Pick the nature based on what you want the Pokemon to do best in in battle.