Post #1 "I would use Serial.begin(115200); instead of 9600."
Post #4 "Everyone uses 9600 because they copy existing code without thinking twice, as a legacy of an old world when serial lines where slow."
If that's the expert consensus nowadays then I'll make a point of using 115200 in all my sketches, despite the almost universal use of 9600 I see in the code that I've been copy/pasting during my learning.
For debugging it doesn't make much difference as long as your serial monitor is configured properly. Applications which actually use the serial port may have specific requirements depending on what your are interfacing with.
no reason to go slow if this is with your PC's Serial Console
use indeed 115200 or faster, your PC and your Arduino Hardware Serial can handle it (just remember the buffer is 64 bytes though, so the faster the baud rate, the faster it will fill up -> ensure you check it often).
Another reason to avoid slow baud rates is that if you're doing a lot of printing, you may fill the outgoing serial buffer and your sketch will block until it's sent. This will impact the timing of your sketch which may be important if you're polling something.
Debugging an Arduino sketch almost invariably involves adding print statements until you see what's going on. During this process, a low baud rate may cause a Heisenbug q.v.