I ONLY USE LINING FIGURES IF ALL THE TEXT IS CAPITALIZED. Otherwise, I go for old style figures.

Like most things in typography, it depends on what they look like together. Worry less about hard and fast rules and more about teaching your eyes to see.

I think lining usually looks better, but it depends on the exact letters and numbers, and I'm interested in consistency within a long document.

And insofar as their are certain norms (not rules, but guidelines or standard uses) I'm curious about what others do.

If it is a book, my choice would depend upon how important the numbers were. If the numbers were critical for navigation or referral, I might make them full height rather than oldstyle for numbers that were just incidental

I tend to prefer lining in large titles. The reason being that figures, IMHO, usually bounce too much when they are ranging. A group of figures at text sizes with a little up and down is less noticeable than at title sizes. Your average title won't have as many descenders in the words and I am usually trying for a strong baseline. But not all 100% of the time. Typography is not a set of hard & fast rules. The typeface choice has as much to do with how it is set as the words written. Some designers undersize the lining figures just enough that they don't overpower the caps in lining, and others design the ranging figures with short descenders in the old style.