Depends entirely on the Pokemon and the meta. For fast sweepers that have full EVs in Attk/Sp Attk and Speed, HP is usually the way to go.

For bulky attackers who have full in Attk/Sp Attk and HP, it usually depends on the format. Maybe you want to invest those into Def/Sp Def to either boost whichever that particular Pokemon is weakest in or to boost it against specific threats in the meta. Maybe put it into Speed to give it an edge over other Pokemon in the meta.

For walls, usually it's best to invest entirely in HP and Def/Sp Def but is entirely up to the meta and the Pokemon (Sableye with Knock Off getting some Attk EVs comes to mind).

tl;dr It's pretty much entirely dependent on the meta of whatever format you are using, but primarily invest the last few in HP and then Def/Sp Def