It depends.
If you want to support both HTTP and HTTPS, then use relative links when popping around through pages on your own site. That way the user can choose how they want to get to your site at the beginning (HTTP or HTTPS), and then any link that the follow is relative to the original link.
If you are leaving your site to another site, you can try to default to HTTP. If they want to force HTTPS they'll take care of that.
On my site I only force HTTPS on the PCjr web forum; otherwise I let the user access the static content using HTTP or HTTPS. This is friendlier to older computers.