which I know of gas in MyEtherWallet (MEW) always default automatically follow the amount of tokens to be transferred.
when we set the gas larger than the default, will the rest of the gas be returned to ballance ethereum?
Yes, It means that you lose nothing when you choose higher gas limits. That's gas price which is determining the transaction fee.
so according to you, should use fee (gas) which default automatically or bigger than the default? (for fast transactions, but not out much more fee)
Fee = gas limit * gas price
confirmation time depends on gas price not gas limit. So higher gas limits doesn't cause the transaction to be faster. Always increase gas price when you want your transaction to be confirmed sooner.
And use high gas limit as the extra amount will return to your wallet.