There are no hard and fast rules for where to play on line, but with a little exploration you can find a room or two that fit your style of play. The first question is what games do you want to play and what forms do you won't to play it.
Hold-em is the most popular game on the net and in casinos so lets concentrate on that. Are you a ring game player, or do you prefer tournaments? Different sites are best for the different forms.
Look at a number of sites and judge which are best for your preferred game. In general you want a site with a lot of people playing the same game you play. If you like tournaments, look for a site that features a lot or them. Today Poker Stars is the premiere site for tourneys, but the competition there can be tough, so you might look for a site with fewer tourneys but softer competition. Use the same criteria if you are a ring game player. The more people playing your game, the more bad players you will run into, and if your goal is to make money, you want to play against bad players.
For ring game players, once you have found your site, the next decision is what game to play in. Usually there will be a number of tables featuring the limits you are interested in. Online rooms have a valuable feature you won't find in casinos. They show how many players are in each hand, how aggressive the table is and the average pot. Usually the most profitable limit games are loose passive so look for tables where a number of players pay to look at the flop, but few players raise. Once in a game keep track of the statistics for that game and also the other games at your limit. Players come and go, so what once was a profitable table may change into one that is not as good and a bad table may morph. into one more profitable than the one you are playing at. Online Poker requires constant vigilance. The successful player adjusts, moving to the best spots he can find. That's much easier online when you can just get up from a bad table and move to one that is more profitable. You can't do that easily in Casino card rooms.