It depends. Your player will sometimes refuse to learn the PPM, or worse spend months practicing (practising?) it only to fail.
It costs them 10% of their training, so learning a bunch of PPM's can impact their rate of development. Also, if a player is learning a PPM then it appears as though they cannot be tutored during that period.
If I have a player that is developing rapidly and I feel like they are at or near maximum potential, and a PPM would help them then I will train it. For younger players, I feel like tutoring and the development of mental attributes and general skills take priority.
However, you can still try to train PPM's via tutors and it doesn't cost you 10% of training and there are some PPM's that can only be passed on this way . So if I have a player with a particularly helpful PPM then I will pick that player to tutor and hopefully he will pass that PPM on.
As far as which skills to learn, I tend to focus on ones that cover up a players flaws (and I also tend to focus on the players with flaws; awesome players I tend to leave alone). For example a player without good dribbling might learn "dribbles rarely" or a player who is not a good passer might get "plays simple passes." I also tend to give them to players who are a bit weak and really need the edge.
If I have a player who is already strong on creativity and technical skills and passing, I figure he'll have the ability and tendency to say, "play killer balls" on his own. I don't want him to overly focus on playing killer balls. Or at least I feel like he's already decent at this and would rather have them work on something else.