Most important question: what is the data like?
Second question: what model do you expect to capture this?
So if you want to use SVMs for some reason, keep in mind their basic mechanism is linear, and can only capture non-linear phenomena if data is transformed by a suitable kernel.
For a particular problem at hand that means:
- Do you have reason (plots, insights in the problem nature) to believe your problem is linear(ly separable)? Just use one linear svm.
- Do you have reason your problem consist of several linear subproblems? Use a linear svm on each of the subproblems.
- Does your data seem non-linearly grouped? Try an svm with something like rbf kernel.
Of course, you can just plug in and try, but checking the above may increase understanding of the problem.