I use medium on 1024x768. I've tried all x-hair sizes.. from microscopic to barely visible. At medium or auto-size, it's just perfect.
Yet again, x-hair size is like sensitivity.. all preference.
Here's a screenshot of what my x-hair size looks like on the res I play counterstrike on.
Here's what small looks like:
Here's what cl_crosshairscale 2500 looks like:
Again, it's up to you, and what you feel most comfortable with.
Most people use their resolution whenever not using one of the default option sizes. For example, 1024x768. Those who want a small-medium sized crosshair that is still very visible, they'll use the width as the crosshairscale, which is 1024. For a medium-large crosshair scale, they'll use the height, which is 768.