Under group: choose Genes and Gene Prediction Tracks
track: RefSeq Genes if you prefer so
Under table: refGene
For region: select genome
For output: select BED - browser extendible data
Under file type returned: plain text
Click get ouput
This returns a list of genes in bed format. Hope this helps.
About which genome information to use - NCBI or Ensembl, that's a never ending debate. Usually I ask the people who request the information regarding which format they need. Some labs are used to certain format. Based on the needs just give which they need.
If you need Ensembl, then in step6 above, select Ensembl genes and step7, select ensGene. Rest remains the same.