If you use large needles on fine yarn it'll create a very loose open knit..think lace. If you use small needles on bulky yarn it'll create a very tight, dense fabric which often doesn't drape well.
Experiment a little bit with some of your yarn and see what happens. You can start a swatch with one size needle then gradually progress to small needles to see how the yarn looks with different size needles.
I do this when I'm doing a gauge swatch to see which size needle works best with my yarn and gives me gauge. Make note of what part of the swatch is what needle by pinning the needle size to that section OR by doing a set of YO (yarn overs) that reflect needle size... (7 YO for size 7, 8 YO for size 8, etc). Then you just count the eyelets to know what size needle you used.