Well it does depend on the reaction. But there are various situations.
First of All Br- and I- make good nucleophiles because they can stabilize the negative charge. Cl- is not such a good nucleophile. The rule is that as you go into higher periods on the periodic table that the nucleopilicty increases. And in the same row as you move toward the left the bascity increase's and so does the nucelopilicity.