Usually around 3 kHz is OK for these frequencies.
That was a trick question.
For some SW radios or portables you don't get much choice in the matter; however, if you do have a limited selection then keep reading...
Your bandwidth should depend on your local noise level, signal strength of received signal, adjacent signals, and the modulation of the received signal. Audio quality of your receiver's speaker system can make a difference too.
Most HF-GCS stations sound best at wider bandwidths. I use multiple settings but my primary settings are 3.6 khz and 2.3 khz.
For the aircraft on HF-GCS this will likely depend on your received signal strength. Weaker stations will need a narrow bandwidth and stronger stations can you use a wide bandwidth.
If you ever heard the E-6/E-4B EAM messages then you know there's the background noise coming through the microphone. While you can always listen to a narrow filter it sounds better to use a wider filter.
If you use any kind of DSP noise reduction then you'll want even a larger filter such as 5khz or 6khz with NR enabled.
A noise blanker or noise reduction feature can be handy at times but they also distort the audio quality of the incoming signal. Try not to use these if at all possible.