Depends -
Full range you get the full fq spectrum sent to your speakers. Your speakers will have their own fq response, basically they will play fq's only down to a certain level.
HPF (high pas filter) cuts out fq's below a set point. Because low fq's basically cause the most driver excursion, the lower the fq they are playing the least amount of power they will handle, and of course how loud they will play before they begin to distort.
Play around with it and you'll see very quickly how setting to HPF affect's their sound. When ever a sub is used a HPF is always (should always) be used for the speakers. The sub provides not only the low fq's that the speakers can't produce, but also is better at producing those low fq's that your speakers can only do at a very low volume level.
Depending on the sub, and also the speakers, you'll need to decide where you want to cross the sub over.
Without a sub i would be running them in full pass, either that or the lowest setting on the HPF. Any higher and you'll clearly notice that something is missing from the music. But just be mindful that if you are running them in full pass for the mean time that you don't drive them too hard, particulary if they are only new. Give them some time to loosen up.
In most cases changing your high and low pass filters will also require altering the gain settings.