You can usually *see* when to use each.
Trust me, just memorising when to use each (eg "Oh yes, I use the Sine rule when you're given to angles blah blah") will not be that useful. Practice will give you a better indication. And as tam.tam says, if one doesn't work, try the other!
Although I can give you one thing to learn. As the Cosine rule only deals with one angle, you can probably determine that it's a pretty safe bet that if you're given two angles and a side, the Sine is the one to go for.