Performance of secure computation is still often an obstacle to its practical adaption. There are different protocols for secure computation that compete for the best performance. In this paper we propose automatic protocol selection which selects a protocol for each operation resulting in a mix with the best performance so far. Based on an elaborate performance model, we propose an optimization algorithm and an efficient heuristic for this selection problem. We show that our mixed protocols achieve the best performance on a set of use cases. Furthermore, our results underpin that the selection problem is so complicated and large in size, that a programmer is unlikely to manually make the optimal selection. Our proposed algorithms nevertheless can be integrated into a compiler in order to yield the best (or near-optimal) performance.