Do you hold certain school or mahdhab in Islam? If so, which one? Also, how do you pick one of them, or you don't pick one at all and just go with what's acceptable for you? Thank you.
The concept of the madhhab is somewhat outdated because scholars are starting to have a multi-madhhab approach. When books were expensive and scarce and only a few percent of Muslims could read and write, madhhabs were important educational institutions that preserved and taught Islamic learning according to the scholars they respected. Today, since knowledge has become so easy to access scholars are starting to study the opinions of scholars who did not belong to their own madhhabs and in this way sometimes they recommend an opinion that is from a different madhhab than their own. The madhhabs are more like historical references and records on how Islam was thought of and practiced in the past. Today’s living mainstream Islam, as it is taught by the best-educated scholars (such as those of al-Azhar University), often combines opinions from many madhhabs to reach the best and most sensible opinion.
In the past, belonging to a madhhab was like belonging to a political party. People’s allegiance was to a particular madhhab and they only chose opinions from that madhhab to follow. But things have changed greatly in the past 100 years. Today the barriers between the madhhabs have broken down and scholars are starting to follow opinions from many madhhabs at the same time while also considering the opinions of early Muslim scholars who were ignored by the madhhabs.
Rather than thinking of yourself as a Mālikī or Ḥanafī, think of yourself as a mainstream Muslim who follows all the respected scholars and tries to take the best from all sources. Try to find scholars you can love and respect and follow their teachings. Their opinions will likely come from multiple madhhabs if they are modern and well-educated. Rather than thinking “I will only follow Mālikī scholars”, think “I will follow all intelligent and well-educated scholars”. And if you converted to Islam, follow the Islam that was taught to you by the Muslims around you. As you read and learn more, you will discover scholars you like more than others. Many people like Yasir Qadhi so if they have a question on how to do something or whether something is permissible, they can try to find out Yasir Qadhi’s opinion and follow it regardless of what madhhab that opinion comes from.
Muslims are generally born into a family that follows a particular madhhab and they continue following it, which is fine. Where I come (Iranian Kurdistan) people follow the Shāfiʿī madhhab. Personally I believe in taking what is good and sensible from all the respected scholars regardless of their madhhab. For example on the issue of whether accidentally touching one’s spouse breaks one’s state of ablution (wudu), I follow the Mālikī opinion, which is that touching between spouses or strangers does not nullify wuḍuʾ unless the person does it with erotic intent or gains erotic pleasure from it (see this article).
I believe that choosing to follow a particular opinion is a choice we are responsible for. We cannot simply say “that scholar said this thing is fine” if our conscience objects to the thing. For example on the issue of whether meat and poultry in the West that is not halal-certified can be eaten by Muslims, I have read various opinions that say poultry is fine but meat is not. But since a study by the European Fatwa Council discovered that an important percentage of poultry is dead before it is slaughtered, this finding overrules any scholar’s opinion, so my opinion is that neither meat nor poultry is halal to eat in the West unless it is certified halal (or kosher, all kosher-certified foods are automatically halal).
A Muslim person cannot research every single aspect of Islam to decide which opinion to follow on every matter. So what they should do is follow the Islam that was taught to them by their parents, the clerics around and famous scholars they know (for example from the Internet and books).
Personally I like the Mālikī school more than any other because it does not merely follow the Quran and hadith, it also follows amal, which is a record of how the people of Medina practiced Islam during the time of Imam Malik, who was only separated from the Companions of the Prophet by one generation. Since there were thousand of the descendants of the Companions around Imam Malik, it is extremely unlikely that anything in amal is incorrect or unauthentic because it does not rely on hadiths, it relies on the Islam practiced by thousands of devout Muslims in Medina. It is incredibly unlikely that all of these people could somehow start practicing Islam in the wrong way when they lived continuously in Medina and all were taught Islam by their parents and Companion grandparents.
The Mālikī school is also the most cosmopolitan and “Western” because many of its great scholars lived in Spain and Sicily alongside Jews and Christians, so they often had a very open-minded approach to how Islam should be practiced. They had a far more modern and multicultural attitude compared to the scholars who lived in the Middle East and thought of the world always as “Muslims vs. infidels”.
For converts, I recommend beginning their learning with the Mālikī school because it is often the simplest and most logical, and because many important Western intellectuals follow it. There is a great book titled Being Muslim: A Practical Guide which teaches how to practice Islam according to the Mālikī school. And as they progress in their learning and come to know more scholars they respect, they can follow their opinions on some matters even if they conflict with the Mālikī school.