I've been trying to help my wife with this question for her startup.

Reference. Use this when the userbase is sophisticated, hands-on and will want to understand HOW things work instead of just getting them to work. Example would be Buddypress or Wordpress theming where how things work supports structured creativity.

FAQ. Best used with discrete questions of how to get a task completed. If it's frequent enough, it suggests a hidden feature, bug or area where enhancement is warranted. Example would be help in MS Excel - How do I copy multiple cells? Discrete question, discrete answer. No desire to understand how things work, just get things done.

Forums. Best used in two situations. First, complex queries that require an iterative response where information is iteratively provided to understand the issue and solve the problem. Reviewers of the thread can determine if their context is the same as the original poster. Second, creating something new where iterative test-retest posts allow answers to become apparent asynchronously over time.

Tickets. I think tickets are best when forums are too unwieldy and don't provide support fast enough. Also, when privacy is important, tickets are superior. However, if structured forum posts are used in a vibrant community, I think they should be superior to tickets in most cases except when emergency response times are needed and supportable.

In the end, I use all the above, but gravitate to reference and forums. FAQs are usually seldom updated to incorporate lessons learned in forums - a shame. Tickets except to webhosts tend to have horrible response times. Unfortunately, structured posting in forums is rare (and GF is a great position to change that on their site). As a result of these realities, I search forums to answer questions I know others must have and use reference to fine tune my implementations.