Most of the time I usually shoot around f11 for buildings to get more DOF. On a tripod. the lowest ISO - buildings do not move and you can afford more time to refine composition. But I am no expert. I guess pretty dependent your composition and there will be occasions out of the norm.
f/8 is a nice aperture to shoot at if u are doing handheld and shooting in sunny conditions with low ISO & moderately fast shutter speed. I agree with Ryan that a tripod is your best friend if you want to set up a nice composition and shoot at a smaller aperture to get max DOF.
It depends on the focal length you are using and the depth of field you want to create. There is no best setting. Typically for wide angles to standard (50mm), f8 to f11 should be enough to ensure appropriate depth of field. Anything beyond 100mm, I'll stop down to f16 or even f22 for longer range.