What is most productive for YOU may depend of your definition of productivity; the most productive for the project, though, in terms of eliminated candidates, is to sieve. It should be more than 4 times more effective than Proth tests; and factoring would not even be necessary at the current level, if sieving was finished (i.e. advanced to a point where itself is not efficient anymore).
If you run a 64bit OS, it's even more effective. You may want to try out the BOINC sieving at PrimeGrid.com . H.