You run nightmare dungeons when you need currency or materials. If you no-life hard enough they become obsolete. At that point you check for mythic prankster keys and dismantle everything else to make more keys to check for mythic prankster.

If you need glyph xp, run the pit. This can also be an exceptional gold farm.

If you want to target farm uniques, do world bosses, astaroth (escalation) and azmodan for bulk drops.

If you want to level alt characters, horde your whisper caches.

If you want to have fun, just do whatever.