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there is no "best" log file. Different events logged into different files. But there can be things which are not logged at all, for example if you want to know the currently running processes you need to use the command ps.
Depends what you're looking for. Most distros have separate logs for kernel messages and those from other sources such as daemons. They might be called something like kern.log and sys.log or syslog. There is also a log file called messages which combines both sorts of message. If you are looking for messages of a particular type, look in the more specialised log. If you think a problem is caused by some kind of logical interaction between a kernel problem and a daemon, the general messages file might be more useful.
Many distros save the kernel's boot messages separately. That's useful for hardware diagnostics.
If you have problems starting X, look in Xorg.0.log.
Arch uses systemd, so everything goes in the systemd journal, but your system might be set up to create plain text kernel and system logs alongside.
I agree that it depends what particular problems you are trying to examine. For the most part, I fire off the dmesg(8) command with no arguments. This seems to dump the kernel log as is. I've found that some systems seem to hide where the messages file is located.
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