If you're concerned with de facto etiquette, it's generally expected that you don't select stages at all (unmodified random). Unless they pick the dojo stage. Then you are obligated to pick whatever stage you think will annoy them the most and then pummel them into it mercilessly.
I know, I'm really ditzy XD But seriously, I'm so used to picking the stage myself that I feel awkward just choosing the DOA dice to do it for me. If I'm playing sets and all the stages were already chosen, I'll sometimes choose random to speed things up
Lol, tru.. XD I just prefer the tournament standard when it comes to all aspects of gameplay and rules: 3 rounds, 60 seconds, normal health, with random selected stage.