It really just depends on the Pokemon you are using. All of the natures can be Beneficial, just some are more Beneficial for other Pokemon. Let's use an example. Let's say you had an Alakazam, and it had this moveset:
Psychic
Ice Punch
Thunderpunch
Fire Punch
As you can see, all those moves are Special Attack type moves. Natures can be "beneficial" if it helps the Pokemon in a certain way. They can he "hindering" if they make a stat worse off, and they can be "neutral" if they don't do anything at all. So back to Alakazam. A nature that would be "Beneficial" to it would be either Modest or Timid. Modest raises it's Special Attack (which it uses a lot of) and lowers its Attack (which it uses nothing for). It is Beneficial to its Special Attack because it helps it, and it is Hindering to its Attack because it doesn't use any of it. Timid does basically the same thing. It raises its Speed (which is handy) and lowers its Attack (which it doesn't use anyway). A Neutral nature (such as Bashful, Hardy, etc.) doesn't give a "benefit" in any stat, and doesn't "hinder" any stat.
So that' basically it. As I said, every Pokemon is different, and the Nature really depends on the moveset being used. Have more Attack moves on a Pokemon? Then use a Nature that raises Attack. Have more Special Attack moves on a Pokemon, then use a Nature that raises Special Attack, and so on.
I hope this helps out.

(Seeing this is the largest post I have done in the longest time. lol)