It depends very much on what is going to use the data :
For mashup and web services
For data that will be used in your app and from outside, never use HTML : hard to parse, hard to make it fit in another structure.
If it's about few data, like some updated for a widget, use JSON because it's quick and easy to use.
If it can be a lot a data, like the result of a search query, use XML because it's more flexible for huge data analysis.
For internal use only
Don't bother using pure XML. Batch analysis will be always done before output anyway.
Most of the time, you will want to use JSON, since it's more flexible that HTML, yet fairly fast to put in place.
Use HTML if you know the data won't need to be processed afterwards and if the layout is complex. Writting complex HTML on the server side is much easier than using the DOM.